p1: Limit distribution: Page CUSUM, one-sided alternative
In grundy95/changepoint.forecast: Sequential Changepoint Detection of Forecast Errors
Description
Usage
Arguments
Value
Description
Limit distribution: Page CUSUM, one-sided alternative
Usage
1
Arguments
w
Sample Weiner process
npts
Number of points in discretization of Weiner process
gamma
tuning parameter
Value
numeric
grundy95/changepoint.forecast documentation built on Dec. 20, 2021, 1:45 p.m.
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Description Usage Arguments Value
Description
Limit distribution: Page CUSUM, one-sided alternative
Usage
1 |
Arguments
w |
Sample Weiner process |
npts |
Number of points in discretization of Weiner process |
gamma |
tuning parameter |
Value
numeric
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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