initEWMAMeanCD: Initialisation of EWMA

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

Initialisation of EWMA

Description

This function makes it simple to initialise a 'EWMA' object.

Usage

initEWMAMeanCD(r = 0.2, L = 3, BL = 50)

Arguments

r	One of the 'EWMA' control parameters. Default value is r=0.20.
L	One of the 'EWMA' control parameters. Default value is L=3.00.
BL	The burn-in length to be used with a 'EWMA' change detector. Default value is BL=50.

Value

A EWMA mean change detector object.

Examples

library(Rcpp)
e1 <- initEWMAMeanCD()                   #initialises with r=0.20, L=3.00

e1 <- initEWMAMeanCD(r=0.05, L=0.275)    #initialises with r=0.20, L=3.00

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