View source: R/originalRcode.R
CUSUM_stream_jumpdetect | R Documentation |
Original implementation in R of 'CUSUM' change detector, now with documentation.
CUSUM_stream_jumpdetect(stream, BL, params)
stream |
The stream of observations. |
BL |
The burn-in length, used to estimate the mean and variance. |
params |
A list of parameters for the 'CUSUM' algorithm. Consists of
|
A vector of estimated changepoints.
Dean Bodenham
D. A. Bodenham and N. M. Adams (2016) Continuous monitoring for changepoints in data streams using adaptive estimation. Statistics and Computing doi:10.1007/s11222-016-9684-8
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