performance_large_changepoint: Calculate performance of CP procedure on data

In elizabethriddle/BFF: Sequential Adaptive Parameter Estimation and Change Point Detection

Calculate performance of CP procedure on data

Description

Calculate performance of CP procedure on data

Usage

performance_large_changepoint(estimated_cp, true_cp, datasize, D_period)

Arguments

estimated_cp	discovered change points
true_cp	true change points
datasize	size of data
D_period	grace period

Value

return all performance measures F1, ARL0, ARL1, recall, precision, no positives, FP etc

elizabethriddle/BFF documentation built on April 4, 2022, 11:51 a.m.