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,
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

 

and

 

 

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

Multiscale DNA partitioning: statistical evidence for segments,

Bioinformatics.

 

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