Institut für Mathematische Stochastik


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,, 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: