cpp_detectAFFMeanSingle {ffstream} | R Documentation |
Given a vector x
, a threshold alpha
, a step size eta
,
and a burn-in length BL
, returns a list containing the single
changepoint. Algorithm is implemented in C++.
cpp_detectAFFMeanSingle(x, alpha, eta, BL)
x |
Vector of numeric values values. |
alpha |
Value for the significance threshold in (0,1). |
eta |
Value for the step size in (0,1). |
BL |
Value for the burn-in length. |
A list with
tauhat
The index of the first changepoint found.