cpp_detectAFFMeanSinglePrechange {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_detectAFFMeanSinglePrechange(x, alpha, eta, prechangeMean, prechangeSigma)
x |
Vector of numeric values values. |
alpha |
Value for the significance threshold in (0,1). |
eta |
Value for the step size in (0,1). |
prechangeMean |
Value of known prechange mean. |
prechangeSigma |
Value of known prechange standard deviation. |
A list with
tauhat
The index of the first changepoint found.