Man pages for ffstream
Forgetting Factor Methods for Change Detection in Streaming Data

AFF_scaled_stream_jumpdetectChange detection using the AFF method
AFF_scaled_stream_jumpdetect_prechangeChange detection using the AFF method, using prechange mean...
AFF_scaled_stream_no_change_detectionCompute the adaptive forgetting factor - no change detection
checkAFFargsCheck the arguments for AFF (no change detection)
checkAFFMeanCDargsCheck the arguments for AFF mean change detector
checkBooleansCheck the multiple and single flags, as well as usePrechange...
checkCUSUMMeanCDargsCheck the arguments for CUSUM mean change detector
checkEWMAMeanCDargsCheck the arguments for EWMA mean change detector
checkFFFargsCheck the arguments for FFF (no change detection)
checkFFFMeanCDargsCheck the arguments for FFF change detection initialisation
checkPrechangeCheck the prechange mean, sigma and variance are...
checkStreamCheck the stream consists of finite numeric values
combineTwoOneSidedPvaluesRCombine two p-values into a single p-value
computeAFFMeanQuick computation of AFF mean of a given vector
computeFFFMeanQuick computation of FFF mean of a given vector
computeOneSidedPvalueRCompute a one-sided p-value from a quantile value
computeTwoSidedPvalueRCompute a two-sided p-value from a quantile value
convertPvalueToCorrectSideRConvert a 'p-value' to the correct side.
cpp_computeAFFMeanCompute the AFF mean of a vector
cpp_computeFFFMeanCompute the FFF mean of a vector
cpp_detectAFFMeanMultipleSearch for multiple changepoints in the mean using AFF
cpp_detectAFFMeanSingleFind the first changepoint in the mean using AFF
cpp_detectAFFMeanSinglePrechangeFind the first changepoint in the mean using AFF, assuming...
cpp_detectCUSUMMeanMultipleSearch for multiple changepoints in the mean using CUSUM
cpp_detectCUSUMMeanSingleFind the first changepoint in the mean using CUSUM
cpp_detectCUSUMMeanSinglePrechangeFind the first changepoint in the mean using CUSUM, assuming...
cpp_detectEWMAMeanMultipleSearch for multiple changepoints in the mean using EWMA
cpp_detectEWMAMeanSingleFind the first changepoint in the mean using EWMA
cpp_detectEWMAMeanSinglePrechangeFind the first changepoint in the mean using EWMA, assuming...
cpp_detectFFFMeanMultipleSearch for multiple changepoints in the mean using FFF
cpp_detectFFFMeanSingleFind the first changepoint in the mean using FFF
cpp_detectFFFMeanSinglePrechangeFind the first changepoint in the mean using FFF, assuming...
CUSUM_stream_jumpdetectCUSUM change detection for a stream in R
CUSUM_stream_jumpdetect_prechangeCUSUM change detection for a stream in R with known prechange...
demo_ffstreamDemo for ffstream
detectAFFMeanDetect a change/changes in a vector using AFF method
detectCUSUMMeanDetect a change/changes in a vector using CUSUM method
detectEWMAMeanDetect a change/changes in a vector using EWMA method
detectFFFMeanDetect a change/changes in a vector using FFF method
doesNotExistCheck if an object exists
EWMA_stream_jumpdetectEWMA change detection for a stream in R with
EWMA_stream_jumpdetect_prechangeEWMA change detection for a stream in R with known prechange...
FFF_stream_jumpdetectChange detection using the Fixed Forgetting Factor method
FFF_stream_jumpdetect_prechangeChange detection using the Fixed Forgetting Factor method,...
getExistsErrorMessageCreate the error message for a certain parameter that does...
getFiniteErrorMessageCreate the error message for a certain parameter that is not...
getInBoundsErrorMessageCreate the error message for a certain parameter outside its...
getIsAboveErrorMessageCreate the error message for a certain parameter not above a...
get_L_derivCompute the derivative of L
getMissingErrorMessageCreate the error message for a certain parameter that is...
get_nextobs_fromstreamObtain the next observation
getNormalLimitsFromListCompute confidence limits assuming the normal distribution
getv_from_u_and_wCalculate 'v'
get_xbarCompute 'xbar'
get_xbar_derivCompute the derivative of 'xbar'
inboundsCheck if a value is inside bounds
initAFFMeanInitialisation of AFF mean
initAFFMeanCDInitialisation of AFF change detector
initCUSUMMeanCDInitialisation of CUSUM
initEWMAMeanCDInitialisation of EWMA
initFFFMeanInitialisation of FFF
initFFFMeanCDInitialisation of FFF mean change detector
isAboveBoundCheck if an argument above a certain value
isInBoundsCheck if an argument is in the closed set [lower, upper]
isInBoundsStrictlyCheck if an argument is in the open set (lower, upper)
isInLimitsNormalCheck if in the limits
isIntegerCheck if a value is an integer
makeStreamMeanChangeRCreate a stream with a certain number of changes
modifyFunctionPrefixModify the function name prefix
modifyValueStrModify the string containing the value
update_DeltaUpdate 'Delta'
update_ffmeanUpdate the FF mean (duplicate)
update_lambdaUpdate lambda
update_mCalculate 'm'
update_meanUpdate the FF mean
update_OmegaUpdate 'Omega'
update_streamposUpdate the stream position
update_uUpdate 'u'
update_varUpdate the FF variance
update_wUpdate the weight
ffstream documentation built on May 29, 2017, 10:33 p.m.