cpp_detectFFFMeanSingle: Find the first changepoint in the mean using FFF

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

Find the first changepoint 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 single changepoint. Algorithm is implemented in 'C++'.

Usage

cpp_detectFFFMeanSingle(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

tauhat

The first changepoint found.

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