EWMA_stream_jumpdetect {ffstream} | R Documentation |
Original implementation in R of EWMA change detector, now with documentation.
EWMA_stream_jumpdetect(stream, BL, params)
stream |
The stream of observations. |
BL |
The burn-in length, used to estimate the mean and variance. |
params |
A list of parameters for the EWMA algorithm. Consists of
|
A vector of estimated changepoints.