critValLookup: Lookup Critical Value
In grundy95/changepoint.forecast: Sequential Changepoint Detection of Forecast Errors
Description
Usage
Arguments
Value
Examples
View source: R/critValLookup.R
Description
Lookup pre-simulated critical value of asymptotic distribution of chosen CUSUM detector
Usage
1
critValLookup(gamma = 0, alpha = 0.05, detector = "PageCUSUM")
Arguments
gamma
tuning parameter
alpha
type 1 error
detector
character. Type of changepoint detector to use. Choice of
"PageCUSUM": Page's CUSUM detector for 2-sided alternative hypothesis
"PageCUSUM1": Page's CUSUM detector for 1-sided alternative hypothesis
"CUSUM": Original CUSUM detector for 2-sided alternative hypothesis
"CUSUM1": Original CUSUM detector for 1-sided alternative hypothesis
Value
numeric.
Examples
1
2
3
critValLookup(gamma=0,
alpha=0.05,
detector='PageCUSUM')
grundy95/changepoint.forecast documentation built on Dec. 20, 2021, 1:45 p.m.
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Description Usage Arguments Value Examples
View source: R/critValLookup.R
Description
Lookup pre-simulated critical value of asymptotic distribution of chosen CUSUM detector
Usage
1 | critValLookup(gamma = 0, alpha = 0.05, detector = "PageCUSUM")
|
Arguments
gamma |
tuning parameter |
alpha |
type 1 error |
detector |
character. Type of changepoint detector to use. Choice of
|
Value
numeric.
Examples
1 2 3 | critValLookup(gamma=0,
alpha=0.05,
detector='PageCUSUM')
|
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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