initEWMAMeanCD {ffstream} | R Documentation |
This function makes it simple to initialise a EWMA object.
initEWMAMeanCD(r = 0.2, L = 3, BL = 50)
r |
One of the EWMA control parameters.
Default value is |
L |
One of the EWMA control parameters.
Default value is |
BL |
The burn-in length to be used with a EWMA change detector.
Default value is library(Rcpp) e1 <- initEWMAMeanCD() #initialises with r=0.20, L=3.00 e1 <- initEWMAMeanCD(r=0.05, L=0.275) #initialises with r=0.20, L=3.00 |