calc_PStat: Calculate plotting statistic
In dpweix/mlmcusum: Detects Changes in Covariance for Multivariate TS
calc_PStat R Documentation
Calculate plotting statistic
Description
A helper function to calculate the plotting statistic given
S and sigma_tau_inv.
Usage
calc_PStat(S, sigma_tau_inv)
Arguments
S
A matrix which tracks the MCUSUM through observations
sigma_tau_inv
The inverse covariance matrix of tau. Estimated from the training data.
Value
The plotting statistic which determines if the process is considered in-control or out-of-control at a given observation.
dpweix/mlmcusum documentation built on July 31, 2023, 10:13 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| calc_PStat | R Documentation |
Calculate plotting statistic
Description
A helper function to calculate the plotting statistic given S and sigma_tau_inv.
Usage
calc_PStat(S, sigma_tau_inv)
Arguments
S |
A matrix which tracks the MCUSUM through observations |
sigma_tau_inv |
The inverse covariance matrix of tau. Estimated from the training data. |
Value
The plotting statistic which determines if the process is considered in-control or out-of-control at a given observation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.