cpp_detectFFFMeanMultiple | R Documentation |
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++'.
cpp_detectFFFMeanMultiple(x, lambda, alpha, BL)
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. |
A list with
tauhat
A vector of the changepoints found.
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