cpp_detectAFFMeanSingle {ffstream}R Documentation

Find the first changepoint in the mean using AFF

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_detectAFFMeanSingle(x, alpha, eta, BL)

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).

BL

Value for the burn-in length.

Value

A list with

tauhat

The index of the first changepoint found.


[Package ffstream version 0.1.6 Index]