checkAFFMeanCDargs

A function which will do all the checks for AFF, check the parameters
are in the proper ranges, etc. Does not return any values.

internal

An implementation of the adaptive forgetting factor scheme described in Bodenham and Adams (2016) <doi:10.1007/s11222-016-9684-8> which adaptively estimates the mean and variance of a stream in order to detect multiple changepoints in streaming data. The implementation is in 'C++' and uses 'Rcpp'. Additionally, implementations of the fixed forgetting factor scheme from the same paper, as well as the classic cumulative sum ('CUSUM') and exponentially weighted moving average ('EWMA') methods, are included.

Dean Bodenham

ffstream

Forgetting Factor Methods for Change Detection in Streaming Data

checkAFFMeanCDargs function

<dl><dt>alpha</dt>
<dd>The value of the threshold. Must be finite, in (0,1), etc.</dd>
<dt>eta</dt>
<dd>The value of the step size in the gradient descent. 
Must be finite, in range [0,1], etc.</dd>
<dt>BL</dt>
<dd>The value of the burn-in length. Must be finite, above 0, etc.</dd>
<dt>functionName</dt>
<dd>The name of the original function which is being
called to check the parameters. Will help user
with debugging. Default is <code>""</code>, in which
case no function name will be displayed.</dd></dl>

Arguments

Check the arguments for AFF mean change detector — checkAFFMeanCDargs

<dl>

<dt>alpha</dt>
<dd>The value of the threshold. Must be finite, in (0,1), etc.</dd>


<dt>eta</dt>
<dd>The value of the step size in the gradient descent. 
Must be finite, in range [0,1], etc.</dd>


<dt>BL</dt>
<dd>The value of the burn-in length. Must be finite, above 0, etc.</dd>


<dt>functionName</dt>
<dd>The name of the original function which is being
called to check the parameters. Will help user
with debugging. Default is <code>""</code>, in which
case no function name will be displayed.</dd>

</dl>

checkAFFMeanCDargs: Check the arguments for AFF mean change detector

Description

Usage

Arguments