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...ven manner under certain (Gaussian or non-Gaussian) distributional assumptions. It mainly implements the algorithms described in the references below - in a (hopefully) user-friendly fashion. Try library(stepR) example(smuceR) # for [1] and [2] example(jsmurf) # for [3] example(stepsel) # for [4] to get an idea about what it can do, and how to use it. We hope it proves useful; community feedback is therefore very welcome! Best regards Thomas Hotz TU Ilmenau, Institute of Mathematics References: [1] Frick, K., Munk, A., and Sieling, H. (2014). Multiscale Change-Point Infere...

...ven manner under certain (Gaussian or non-Gaussian) distributional assumptions. It mainly implements the algorithms described in the references below - in a (hopefully) user-friendly fashion. Try library(stepR) example(smuceR) # for [1] and [2] example(jsmurf) # for [3] example(stepsel) # for [4] to get an idea about what it can do, and how to use it. We hope it proves useful; community feedback is therefore very welcome! Best regards Thomas Hotz TU Ilmenau, Institute of Mathematics References: [1] Frick, K., Munk, A., and Sieling, H. (2014). Multiscale Change-Point Infere...