cpp_detectAFFMeanSinglePrechange: Find the first changepoint in the mean using AFF, assuming...

In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data

Find the first changepoint in the mean using AFF, assuming prechange known

Description

Given a vector x, a threshold alpha, a step size eta, and a burn-in length BL, returns a list containing the single changepoint. Algorithm is implemented in 'C++'.

Usage

cpp_detectAFFMeanSinglePrechange(x, alpha, eta, prechangeMean, prechangeSigma)

Arguments

x	Vector of numeric values values.
alpha	Value for the significance threshold in (0,1).
eta	Value for the step size in (0,1).
prechangeMean	Value of known prechange mean.
prechangeSigma	Value of known prechange standard deviation.

Value

A list with

tauhat

The index of the first changepoint found.

ffstream documentation built on May 31, 2023, 7:53 p.m.