AFF_scaled_stream_jumpdetect_prechange {ffstream} | R Documentation |
Original implementation in R of the AFF, with prechange parameters
AFF_scaled_stream_jumpdetect_prechange(stream, BL, affparams, mu0, sigma0)
stream |
The stream of observations. |
BL |
The burn-in length - this won't actually be used, but is kept for historical reasons. |
affparams |
An unnamed list of parameters for the FFF algorithm. Consists of:
|
mu0 |
The prechange mean, which is assumed known in this context |
sigma0 |
The prechange standard deviation, which is assumed known in this context |
A vector with the values of the adaptive forgetting factor \overrightarrow{λ}.