cpp_detectFFFMeanMultiple: Search for multiple changepoints in the mean using FFF
In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data
cpp_detectFFFMeanMultiple R Documentation
Search for multiple changepoints in the mean using FFF
Description
Given a vector x, a threshold alpha, a value lambda,
and a burn-in length BL, returns a list containing the changepoints.
Algorithm is implemented in 'C++'.
Usage
cpp_detectFFFMeanMultiple(x, lambda, alpha, BL)
Arguments
x
Vector of numeric values values.
lambda
Value for the fixed forgetting factor in (0,1).
alpha
Value for the significance threshold in (0,1).
BL
Value for the burn-in length.
Value
A list with
tauhatA vector of the changepoints found.
ffstream documentation built on May 31, 2023, 7:53 p.m.
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| cpp_detectFFFMeanMultiple | R Documentation |
Search for multiple changepoints in the mean using FFF
Description
Given a vector x, a threshold alpha, a value lambda,
and a burn-in length BL, returns a list containing the changepoints.
Algorithm is implemented in 'C++'.
Usage
cpp_detectFFFMeanMultiple(x, lambda, alpha, BL)
Arguments
x |
Vector of numeric values values. |
lambda |
Value for the fixed forgetting factor in |
alpha |
Value for the significance threshold in |
BL |
Value for the burn-in length. |
Value
A list with
tauhatA vector of the changepoints found.
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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