Description Usage Arguments Value References Examples
Test if a changepoint has occurred.
1 2 3 4 |
obj |
An object of the class "fastOnlineCpt". |
screenOutput |
Boolean variable to indicate if the test result for a changepoint should be printed on the screen (default TRUE). |
An object of the class "fastOnlineCpt".
Hahn, G. (2021). Online multivariate changepoint detection with type I error control and constant time/memory updates per series. Under review.
1 2 3 4 5 6 7 8 9 10 11 12 13 | 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)
obj <- checkCpt(obj)
data <- matrix(rnorm(p*n,mean=1),ncol=n)
obj <- addData(obj,data)
obj <- checkCpt(obj)
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