MC_ocd: Compute Monte Carlo thresholds for the OCD method
In ocd: High-Dimensional Multiscale Online Changepoint Detection
Description
Usage
Arguments
Value
Description
Compute Monte Carlo thresholds for the OCD method
Usage
1
Arguments
dim
Data dimension
patience
Nominal patience of the procedure
beta
Lower bound on l_2 norm of change
sparsity
Sparsity parameter for the OCD method
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.
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.
Description Usage Arguments Value
Description
Compute Monte Carlo thresholds for the OCD method
Usage
1 |
Arguments
dim |
Data dimension |
patience |
Nominal patience of the procedure |
beta |
Lower bound on l_2 norm of change |
sparsity |
Sparsity parameter for the OCD method |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.