run_simstudy: Reproduce simulation study with D = 100.
In Tveten/tpcaMonitoring: Simulation Study for Changepoint Detection by TPCA.

This function reproduces the entire simulation study in "Online Detection of Sparse Changes in High-Dimensional Data Streams Using Tailored Projections" for D = 100 (Section 4). On an average computer it takes about a week to run on four cores. Thus, the files with the results of running run_simstudy used in the paper are included in the package or found at github.com/Tveten/tpcaMonitoring.

1	run_simstudy()

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_simstudy are stored in the same structure of directories on Github.

Tveten/tpcaMonitoring documentation built on June 4, 2019, 4:04 p.m.