ch.est {mSTEM} | R Documentation |
Estimate s2,lambda2,lambda4,Delta
ch.est(nu, gamma, size, B = 100)
nu |
bandwidth of Gaussian kernal applied to White-noise, Whitenoise error if |
gamma |
bandwidth of nonparameter smoothing |
size |
sample size |
B |
Montelarlo iteration times |
a list of s2,lambda2,lambda4,Delta
Multiple Testing of Local Extrema for Detection of Change Points https://arxiv.org/abs/1504.06384
ch.est(nu=2,gamma=4,size=1000,B=100)