ocd (version 1.1)

new_Mei: constructor of subclass 'Mei' in class 'ChangepointDetector'

Description

constructor of subclass 'Mei' in class 'ChangepointDetector'

Usage

new_Mei(dim, thresh, b)

Arguments

dim

Data dimension, all new data must be of this dimension

thresh

Detection threshold. A numeric vector of length two (corresponding to the max and sum statistics) should be specified.

b

Lower bound on the per-coordinate magnitude of mean change be detected.

Value

An object of S3 subclass 'Mei' in class 'ChangepointDetector'.

Details

It is preferred to use ChangepointDetector for construction.

References

Mei, Y. (2010) Efficient scalable schemes for monitoring a large number of data streams. Biometrika, 97, 419--433.

Examples

# NOT RUN {
detector <- new_Mei(dim=100, thresh=c(8.6, 125.1), b=0.1)
# }