Given independent and identically distributed observations X(1), ..., X(n)
from a density f, this package provides five methods to perform a
multiscale analysis about f as well as the necessary critical values. The
first method, introduced in Duembgen and Walther (2008), provides
simultaneous confidence statements for the existence and location of local
increases (or decreases) of f, based on all intervals I(all) spanned by
any two observations X(j), X(k). The second method approximates the latter
approach by using only a subset of I(all) and is therefore computationally
much more efficient, but asymptotically equivalent. Omitting the additive
correction term Gamma in either method offers another two approaches which
are more powerful on small scales and less powerful on large scales,
however, not asymptotically minimax optimal anymore. Finally, the block
procedure is a compromise between adding Gamma or not, having intermediate
power properties. The latter is again asymptotically equivalent to the
first and was introduced in Rufibach and Walther
(2007).