Description Usage Arguments Details Value References Examples

constructor of subclass 'OCD' in class 'ChangepointDetector'

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`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.

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