cpp_detectFFFMeanSinglePrechange {ffstream} | R Documentation |
Given a vector x
, a value lambda
, a threshold alpha
,
and values for known prechange mean and variance, returns a list containing
the single changepoint. Algorithm is implemented in C++.
cpp_detectFFFMeanSinglePrechange(x, lambda, alpha, prechangeMean, prechangeSigma)
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). |
prechangeMean |
Value of known prechange mean. |
prechangeSigma |
Value of known prechange standard deviation. |
A list with
tauhat
The index of the first changepoint found.