MC_ocd: Compute Monte Carlo thresholds for the OCD method
In wangtengyao/ocd: High-Dimensional Multiscale Online Changepoint Detection
Description
Usage
Arguments
Value
Description
Compute Monte Carlo thresholds for the OCD method
Usage
1
Arguments
dim
Data dimension
patience
Nominal patience of the procedure
beta
Lower bound on l_2 norm of change
sparsity
Sparsity parameter for the OCD method
MC_reps
Number of Monte Carlo repetitions to use
Value
A numeric vector of computed thresholds.
wangtengyao/ocd documentation built on Oct. 4, 2020, 1:32 p.m.
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Description Usage Arguments Value
Description
Compute Monte Carlo thresholds for the OCD method
Usage
1 |
Arguments
dim |
Data dimension |
patience |
Nominal patience of the procedure |
beta |
Lower bound on l_2 norm of change |
sparsity |
Sparsity parameter for the OCD method |
MC_reps |
Number of Monte Carlo repetitions to use |
Value
A numeric vector of computed thresholds.
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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