MC_XS: Compute Monte Carlo thresholds for the XS method
In ocd: High-Dimensional Multiscale Online Changepoint Detection
Description
Usage
Arguments
Value
Description
Compute Monte Carlo thresholds for the XS method
Usage
1
Arguments
dim
Data dimension
patience
Nominal patience of the procedure
p0
Assumed fraction of nonzero coordinates of change.
w
Window size
MC_reps
number of Monte Carlo repetitions to use
Value
A numeric vector of computed thresholds.
ocd documentation built on Oct. 23, 2020, 5:56 p.m.
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Description Usage Arguments Value
Description
Compute Monte Carlo thresholds for the XS method
Usage
1 |
Arguments
dim |
Data dimension |
patience |
Nominal patience of the procedure |
p0 |
Assumed fraction of nonzero coordinates of change. |
w |
Window size |
MC_reps |
number of Monte Carlo repetitions to use |
Value
A numeric vector of computed thresholds.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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