p1inf: Minimum of Weiner process in Page's one-sided CUSUM limit...

Description Usage Arguments Value

View source: R/simCritVal.R

Description

Minimum of Weiner process in Page's one-sided CUSUM limit distribution

Usage

1
p1inf(w, t, npts)

Arguments

w

Sample Weiner process

t

Max point to find minimum within

npts

Number of points in discretization of Weiner process

Value

numeric


grundy95/changepoint.forecast documentation built on Dec. 20, 2021, 1:45 p.m.