cpp_detectFFFMeanSingle {ffstream}R Documentation

Find the first changepoint in the mean using FFF

Description

Given a vector x, a threshold alpha, a value lambda, and a burn-in length BL, returns a list containing the single changepoint. Algorithm is implemented in C++.

Usage

cpp_detectFFFMeanSingle(x, lambda, alpha, BL)

Arguments

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).

BL

Value for the burn-in length.

Value

A list with

tauhat

The first changepoint found.


[Package ffstream version 0.1.6 Index]