cpp_detectAFFMeanSinglePrechange {ffstream}R Documentation

Find the first changepoint in the mean using AFF, assuming prechange known

Description

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++.

Usage

cpp_detectAFFMeanSinglePrechange(x, alpha, eta, prechangeMean, prechangeSigma)

Arguments

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.

Value

A list with

tauhat

The index of the first changepoint found.


[Package ffstream version 0.1.6 Index]