View source: R/originalRcodePrechange.R
AFF_scaled_stream_jumpdetect_prechange | R Documentation |
Original implementation in R of the AFF, with prechange parameters
AFF_scaled_stream_jumpdetect_prechange(stream, BL, affparams, mu0, sigma0)
stream |
The stream of observations. |
BL |
The burn-in length - this won't actually be used, but is kept for historical reasons. |
affparams |
An unnamed list of parameters for the FFF algorithm. Consists of:
|
mu0 |
The prechange mean, which is assumed known in this context |
sigma0 |
The prechange standard deviation, which is assumed known in this context |
A vector with the values of the adaptive forgetting factor
\overrightarrow{\lambda}
.
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