p2sup: Maximum of Weiner process in Page's two-sided CUSUM limit...
In grundy95/changepoint.forecast: Sequential Changepoint Detection of Forecast Errors
Description
Usage
Arguments
Value
Description
Maximum of Weiner process in Page's two-sided CUSUM limit distribution
Usage
1
Arguments
w
Sample Weiner process
t
Max point to find minimum within
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.
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.
Description Usage Arguments Value
Description
Maximum of Weiner process in Page's two-sided CUSUM limit distribution
Usage
1 |
Arguments
w |
Sample Weiner process |
t |
Max point to find minimum within |
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.