Description Usage Arguments Details Value References Examples
constructor of subclass 'OCD' in class 'ChangepointDetector'
1 |
dim |
Data dimension, all new data must be of this dimension |
thresh |
A numeric vector of length 3 (corresponding to the diagonal statistic, off-diagonal dense statistic and off-diagonal sparse statistic) should be specifiied. |
beta |
Lower bound on the l_2 norm of the vector of mean change to be detected. |
sparsity |
If |
It is preferred to use ChangepointDetector
for
construction.
An object of S3 subclass 'OCD' in class 'ChangepointDetector'.
Chen, Y., Wang, T. and Samworth, R. J. (2020) High-dimensional multiscale online changepoint detection Preprint. arxiv:2003.03668.
1 |
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