ChangepointTesting: Change Point Estimation for Clustered Signals
A multiple testing procedure for clustered alternative hypotheses.
It is assumed that the p-values under the null hypotheses follow U(0,1) and
that the distributions of p-values from the alternative hypotheses are
stochastically smaller than U(0,1). By aggregating information, this
method is more sensitive to detecting signals of low magnitude than
standard methods. Additionally, sporadic small p-values appearing
within a null hypotheses sequence are avoided by averaging on the
||graphics, methods, stats
||Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway
||Shannon T. Holloway <shannon.t.holloway at gmail.com>
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