run_TEP_sim: Reproduce the TEP simulation study.

Description Usage Details

Description

This function reproduces the results in "Online Detection of Sparse Changes in High-Dimensional Data Streams Using Tailored Projections" for the TEP data (Section 5). On an average computer it takes about two days to run on three cores. Thus, the files with the results of running run_TEP_sim used in the paper are included in the package or found at github.com/NeymanPearsonFan1/tdpcaTEP.

Usage

1

Details

The TEP data are automatically loaded from the github repository to the global environement.

The following directories are created in the current directory: ./thresholds, ./thresholds/axes, .thresholds/threshold_results, ./results, ./results/figures. Files created to save information about thresholds are saved in the threshold directory, while EDD results are stored in "results". The results we obtained by running run_TEP_sim are stored in the same structure of directories on Github.


NeymanPearsonFan1/tdpcaTEP documentation built on June 6, 2019, 7:40 a.m.