initAFFMeanCD: Initialisation of AFF change detector

Description Usage Arguments Examples

View source: R/init.R

Description

This function makes it simple to initalise an FFF object.

Usage

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initAFFMeanCD(alpha = 0.01, eta = 0.01, BL = 50)

Arguments

alpha

The value of the significance level. Default value is 0.01, although it is recommended that the user set this parameter.

eta

The value of the step-size in the gradient descent. Default is eta=0.01.

BL

The length of the burn-in region. Default value is BL=50. Must be at least greater than or equal to 2. No maximum. However, there is an exception: BL=0 also works, but in this case the user needs to specify the streamEstMean and streamEstSigma; see

Examples

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library(Rcpp)
affmeancd1 <- initAFFMeanCD()              # initialises with alpha=0.01, 
                                           # eta=0.01 and BL=50

affmeancd2 <- initAFFMeanCD(alpha=0.005, eta=0.1,  BL=100) 


affmeancd3 <- initAFFMeanCD(alpha=0.005, eta=0.1,  BL=0)     # Example 3
affmeancd3$streamEstMean <- 0
affmeancd3$streamEstSigma <- 1

ffstream documentation built on May 14, 2018, 9:08 a.m.