# addData-methods: Add new p-dimensional data point, where p is the number of... In fastOnlineCpt: Online Multivariate Changepoint Detection

## Description

Add new p-dimensional data point, where p is the number of time series being monitored.

## Usage

 1 2 3 4 addData(obj, data) ## S4 method for signature 'fastOnlineCpt' addData(obj, data) 

## Arguments

 obj An object of the class "fastOnlineCpt". data The new data of dimension n \times p to be added, where n is the number of new time points being added.

## Value

An object of the class "fastOnlineCpt".

## References

Hahn, G. (2021). Online multivariate changepoint detection with type I error control and constant time/memory updates per series. Under review.

## Examples

 1 2 3 4 5 6 7 8 9 library(fastOnlineCpt) alpha <- 0.01 halfspent <- 100 spending_sequence <- function(n) { (n/(n+halfspent) - (n-1)/(n-1+halfspent)) * alpha } obj <- fastOnlineCpt(spending_sequence) p <- 10 n <- 50 data <- matrix(rnorm(p*n,mean=0),ncol=n) obj <- addData(obj,data) 

fastOnlineCpt documentation built on July 9, 2021, 9:08 a.m.