Description Usage Arguments Details Value

Given a vector `x`

, control parameters `k`

and `h`

,
and a burn-in length `BL`

, returns a list containing the changepoints.
Algorithm is implemented in C++.

1 | ```
cpp_detectCUSUMMeanMultiple(x, k, h, BL)
``` |

`x` |
Vector of numeric values values. |

`k` |
control parameter for CUSUM |

`h` |
control parameter for CUSUM |

`BL` |
Value for the burn-in length. |

CUSUM updates via:

*S_{j} = \max{0, S_{j-1} + (x_{j} - μ)/ σ - k}*

where *μ* and *σ* are, respectively, the mean
and variance of the in-control stream,
*x_j* is the observation at time *j*
and *k*
is a control parameter for CUSUM. Then, a change is signalled
if *S_j > h*, where *h* is the other control parameter.
This is the formulation for using CUSUM to detect an increase
in the mean; there is a similar formulation for detecting a
decrease, and usually CUSUM is two-sided (monitors for an
increase and a decrease in the mean).

A list with

`tauhat`

A vector of the changepoints found.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.