Multiscale Change-Point Inference

---

Documentation for package ‘stepR’ version 2.1-10

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

stepR-package	Multiscale Change-Point Inference
.testSmallScales	Test Small Scales
BesselPolynomial	Bessel Polynomials
bounds	Bounds based on MRC
bounds.MRC	Bounds based on MRC
chi	Compute Multiresolution Criterion
chi.FFT	Compute Multiresolution Criterion
compareBlocks	Compare fit blockwise with ground truth
computeBounds	Computation of the bounds
computeStat	Computation of the multiscale statistic
confband	Confidence intervals for jumps and confidence bands for step functions
confband.stepfit	Confidence intervals for jumps and confidence bands for step functions
contMC	Continuous time Markov chain
critVal	Critical values
dfilter	Digital filters
family	Family of distributions
fitted.stepfit	Fitted step function
intervalSystem	Interval systems
intervalsystem	Interval systems
jsmurf	Reconstruct filtered piecewise constant functions with noise
jumpint	Confidence intervals for jumps and confidence bands for step functions
jumpint.stepfit	Confidence intervals for jumps and confidence bands for step functions
kMRC.pvalue	Compute Multiresolution Criterion
kMRC.quant	Compute Multiresolution Criterion
kMRC.simul	Compute Multiresolution Criterion
length.steppath	Solution path of step-functions
lines.confband	Confidence intervals for jumps and confidence bands for step functions
lines.stepblock	Step function
lines.stepfit	Fitted step function
logLik.stepfit	Fitted step function
logLik.steppath	Solution path of step-functions
monteCarloSimulation	Monte Carlo simulation
MRC	Compute Multiresolution Criterion
MRC.1000	Values of the MRC statistic for 1,000 observations (all intervals)
MRC.asymptotic	"Asymptotic" values of the MRC statistic (all intervals)
MRC.asymptotic.dyadic	"Asymptotic" values of the MRC statistic (dyadic intervals)
MRC.FFT	Compute Multiresolution Criterion
MRC.pvalue	Compute Multiresolution Criterion
MRC.quant	Compute Multiresolution Criterion
MRC.simul	Compute Multiresolution Criterion
MRCoeff	Compute Multiresolution Criterion
MRCoeff.FFT	Compute Multiresolution Criterion
neighbors	Neighbouring integers
neighbours	Neighbouring integers
parametricFamily	Parametric families
parametricfamily	Parametric families
penalties	Penalties
penalty	Penalties
plot.stepblock	Step function
plot.stepfit	Fitted step function
points.jumpint	Confidence intervals for jumps and confidence bands for step functions
print.dfilter	Digital filters
print.stepblock	Step function
print.stepfit	Fitted step function
print.steppath	Solution path of step-functions
residuals.stepfit	Fitted step function
sdrobnorm	Robust standard deviation estimate
smuceR	Piecewise constant regression with SMUCE
stepblock	Step function
stepbound	Jump estimation under restrictions
stepbound.default	Jump estimation under restrictions
stepbound.stepcand	Jump estimation under restrictions
stepcand	Forward selection of candidate jumps
stepFit	Piecewise constant multiscale inference
stepfit	Fitted step function
steppath	Solution path of step-functions
steppath.default	Solution path of step-functions
steppath.stepcand	Solution path of step-functions
stepR	Multiscale Change-Point Inference
stepsel	Automatic selection of number of jumps
stepsel.AIC	Automatic selection of number of jumps
stepsel.BIC	Automatic selection of number of jumps
stepsel.MRC	Automatic selection of number of jumps
testSmallScales	Test Small Scales
thresh.smuceR	Piecewise constant regression with SMUCE
transit	TRANSIT algorithm for detecting jumps
[.bounds	Bounds based on MRC
[.stepblock	Step function
[.stepfit	Fitted step function
[[.steppath	Solution path of step-functions