EWMA_stream_jumpdetect: 'EWMA' change detection for a stream in R with
In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data
View source: R/originalRcode.R
EWMA_stream_jumpdetect R Documentation
'EWMA' change detection for a stream in R with
Description
Original implementation in R of 'EWMA' change detector, now with
documentation.
Usage
EWMA_stream_jumpdetect(stream, BL, params)
Arguments
stream
The stream of observations.
BL
The burn-in length, used to estimate the mean and variance.
params
A list of parameters for the 'EWMA' algorithm. Consists of
rA control parameter which controls
the rate of downweighting.
LA control parameter which determines
the width of the control limits.
Value
A vector of estimated changepoints.
ffstream documentation built on May 31, 2023, 7:53 p.m.
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View source: R/originalRcode.R
| EWMA_stream_jumpdetect | R Documentation |
'EWMA' change detection for a stream in R with
Description
Original implementation in R of 'EWMA' change detector, now with documentation.
Usage
EWMA_stream_jumpdetect(stream, BL, params)
Arguments
stream |
The stream of observations. |
BL |
The burn-in length, used to estimate the mean and variance. |
params |
A list of parameters for the 'EWMA' algorithm. Consists of
|
Value
A vector of estimated changepoints.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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