fastOnlineCpt (version 1.0)

addData: Add new \(p\)-dimensional data point, where \(p\) is the number of time series being monitored.

Description

Add new \(p\)-dimensional data point, where \(p\) is the number of time series being monitored.

Usage

addData(obj, data)
# S4 method for fastOnlineCpt
addData(obj, data)

Arguments

obj

An object of the class "fastOnlineCpt".

data

The new data of dimension \(n \times p\) to be added, where \(n\) is the number of new time points being added.

Value

An object of the class "fastOnlineCpt".

References

Hahn, G. (2021). Online multivariate changepoint detection with type I error control and constant time/memory updates per series. Under review.

Examples

# NOT RUN {
library(fastOnlineCpt)
alpha <- 0.01
halfspent <- 100
spending_sequence <- function(n) { (n/(n+halfspent) - (n-1)/(n-1+halfspent)) * alpha }
obj <- fastOnlineCpt(spending_sequence)
p <- 10
n <- 50
data <- matrix(rnorm(p*n,mean=0),ncol=n)
obj <- addData(obj,data)

# }