Man pages for Tveten/tpcaMonitoring
Simulation Study for Changepoint Detection by TPCA.

est_edd_all_methodsEstimates the edd for a given change for all methods.
gen_trainGenerate multivariate normal training data.
get_training_setsGenerate multivariate normal training data.
ggplot_edd_conf_intPlot EDD results with confidence intervals.
helloHello, World!
mixture_arlEstimates average run length (ARL) for monitoring by the...
multiplot_edd_summaryPlot EDD results.
run_simstudyReproduce simulation study with D = 100.
threshold_finderEstimating the threshold for tpca changepoint detection
tpca_arlEstimates average run length (ARL) for monitoring by tpca
Tveten/tpcaMonitoring documentation built on May 13, 2019, 9:51 p.m.