initCUSUMMeanCD: Initialisation of 'CUSUM'

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

Initialisation of 'CUSUM'

Description

This function makes it simple to initalise a 'CUSUM' object.

Usage

initCUSUMMeanCD(k = 0.25, h = 8, BL = 50)

Arguments

k	One of the 'CUSUM' control parameters. Default value is k=0.25.
h	One of the 'CUSUM' control parameters. Default value is h=8.00.
BL	The burn-in length to be used with a 'CUSUM' change detector. Default value is BL=50.

Value

A CUSUM mean change detector object.

Examples

library(Rcpp)
c1 <- initCUSUMMeanCD()     # initialises with k=0.25, h=8.00, BL=50

c2 <- initCUSUMMeanCD(k=0.5, h=4.00, BL=30)  

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