Initialisation of EWMA

Description

This function makes it simple to initialise a EWMA object.

Usage

1
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.

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

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