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