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Nächster Vortrag im Stochastischen Kolloquium:
06.12.2017, 11:15, Prof. Paul Fearnhead (Lancaster University)

"Detecting changes in slope with an Lo penalty" (Abstract).
Presseinformation: Dr. Vlada Limic, CNRS Straßburg, hat den Friedrich Wilhelm Bessel-Forschungspreis der Alexander von Humboldt-Stiftung erhalten. Sie forscht für ein Jahr am Institut für Mathematische Stochastik in der Arbeitsgruppe von Prof. Dr. Anja Sturm (Presseinformation).
Statistics Meets Friends: The workshop "Statistics Meets Friends - from biophysics to inverse problems and back -" takes place in Göttingen from November 29th to December 1st, 2017.


stepR - an R package for change-point inference

Authors: T. Hotz and H. Sieling


This package includes an implementation of the change-point methods described in the work of


K. Frick, A. Munk and H. Sieling (2013),

Multiscale change-point inference,

Journal of the Royal Statist. Society, Ser. B, with discussion and a rejoinder by the authors,

Pein, F., Sieling, H., Munk, A. (2016),
Heterogeneuous change point inference,
arxiv.org/1505.04898, Journ. Royal. Statist. Soc. Ser. B. To appear.,


T. Hotz, O. Schuette, H. Sieling, T. Polupanow, U. Diederichsen, C. Steinem and A. Munk (2013),

Idealizing Ion Channel Recordings by a Jump Segmentation Multiresolution Filter,

IEEE Transactions on NanoBioscience





A. Futschik, T. Hotz, A. Munk, H. Sieling (2014),

Multiscale DNA partitioning: statistical evidence for segments,



The package is available on CRAN: https://CRAN.R-project.org/package=stepR