checkPrechange

If <code>usePrechange</code> was set to <code>TRUE</code>, then <code>prechangeMean</code>
must not be <code>NULL</code>, and at least one of <code>prechangeSigma</code> and
<code>prechangeVar</code> must not be <code>NULL</code>.

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

checkPrechange function

<dl><dt>prechangeMean</dt>
<dd>The prechange mean. Should not be <code>NULL</code>.</dd>
<dt>prechangeSigma</dt>
<dd>The prechange standard deviation. 
Either it or <code>prechangeVar</code> must not 
be <code>NULL</code>.</dd>
<dt>prechangeVar</dt>
<dd>The prechange variance.
Either it or <code>prechangeSigma</code> must not 
be <code>NULL</code>.</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 prechange mean, sigma and variance are appropriately defined — checkPrechange

<dl>

<dt>prechangeMean</dt>
<dd>The prechange mean. Should not be <code>NULL</code>.</dd>


<dt>prechangeSigma</dt>
<dd>The prechange standard deviation. 
Either it or <code>prechangeVar</code> must not 
be <code>NULL</code>.</dd>


<dt>prechangeVar</dt>
<dd>The prechange variance.
Either it or <code>prechangeSigma</code> must not 
be <code>NULL</code>.</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>

checkPrechange: Check the prechange mean, sigma and variance are appropriately defined

Description

Usage

Arguments