Initialisation of AFF change detector

Description

This function makes it simple to initalise an FFF object.

Usage

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

Arguments

alpha

The value of the significance level. There is no default value on purpose - it must be specified by the user.

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.

Examples

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

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

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