calc_tau: Create tau vector
In dpweix/mlmcusum: Detects Changes in Covariance for Multivariate TS
calc_tau R Documentation
Create tau vector
Description
A helper function to create the tau vector given a
vector of residuals from one of our methods.
Usage
calc_tau(residuals)
Arguments
residuals
The errors from one of our prediction methods on a Y matrix.
Value
The tau vector to be used for calculating the S vector.
dpweix/mlmcusum documentation built on July 31, 2023, 10:13 a.m.
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| calc_tau | R Documentation |
Create tau vector
Description
A helper function to create the tau vector given a vector of residuals from one of our methods.
Usage
calc_tau(residuals)
Arguments
residuals |
The errors from one of our prediction methods on a Y matrix. |
Value
The tau vector to be used for calculating the S vector.
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.
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