Mei_update: Processing a new data point for the 'Mei' class
In ocd: High-Dimensional Multiscale Online Changepoint Detection
Description
Usage
Arguments
Value
References
Description
This function implements the getData function to
perform the online changepoint detection for the 'Mei' class.
Usage
1
Mei_update(x_new, R, b)
Arguments
x_new
a new data point
R
vector of of tail CUSUMs that will be tracked and updated online
b
a user specified lower bound on per-coordinate magnitude of the
vector of change to be detected.
Value
a list of
stat: a vector of 2 test statistics for the 'Mei' class.
R: the updated R vector
References
Mei, Y. (2010) Efficient scalable schemes for monitoring a large number
of data streams. Biometrika, 97, 419–433.
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 References
Description
This function implements the getData function to
perform the online changepoint detection for the 'Mei' class.
Usage
1 | Mei_update(x_new, R, b)
|
Arguments
x_new |
a new data point |
R |
vector of of tail CUSUMs that will be tracked and updated online |
b |
a user specified lower bound on per-coordinate magnitude of the vector of change to be detected. |
Value
a list of
stat: a vector of 2 test statistics for the 'Mei' class.
R: the updated R vector
References
Mei, Y. (2010) Efficient scalable schemes for monitoring a large number of data streams. Biometrika, 97, 419–433.
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.