resetAlgorithm-methods: Reset the algorithm in order to detect a new changepoint. The...

In fastOnlineCpt: Online Multivariate Changepoint Detection

Description

Reset the algorithm in order to detect a new changepoint. The algorithm can be reset at any point in time. To ensure valid multiple testing corrections, the time horizon is not reset to zero.

Usage

resetAlgorithm(obj)

## S4 method for signature 'fastOnlineCpt'
resetAlgorithm(obj)

Arguments

obj	An object of the class "fastOnlineCpt".

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

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 <- resetAlgorithm(obj)

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