Description Usage Arguments Value Author References
View source: R/originalRcodePrechange.R
Original implementation in R of CUSUM change detector, but now expecting the prechange mean and variance to be specified.
1  CUSUM_stream_jumpdetect_prechange(stream, BL, params, mu0, sigma0)

stream 
The stream of observations. 
BL 
The burnin length  this won't actually be used, but is kept for historical reasons. 
params 
A list of parameters for the CUSUM 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 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/s1122201696848
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