new_Mei: constructor of subclass 'Mei' in class 'ChangepointDetector'

In ocd: High-Dimensional Multiscale Online Changepoint Detection

Description

constructor of subclass 'Mei' in class 'ChangepointDetector'

Usage

new_Mei(dim, thresh, b)

Arguments

dim	Data dimension, all new data must be of this dimension
thresh	Detection threshold. A numeric vector of length two (corresponding to the max and sum statistics) should be specified.
b	Lower bound on the per-coordinate magnitude of mean change be detected.

Details

It is preferred to use ChangepointDetector for construction.

Value

An object of S3 subclass 'Mei' in class 'ChangepointDetector'.

References

Mei, Y. (2010) Efficient scalable schemes for monitoring a large number of data streams. Biometrika, 97, 419–433.

Examples

detector <- new_Mei(dim=100, thresh=c(8.6, 125.1), b=0.1)

ocd documentation built on Oct. 23, 2020, 5:56 p.m.