convertPvalueToCorrectSideR

Wrapper function to convery a two-sided p-value to a one-sided
'p-value' (values close to 0 and close to 1 both become close to 0).
For example, both 0.01 and 0.99 are mapped to 0.01.

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

convertPvalueToCorrectSideR function

<dl><dt>p</dt>
<dd>The two-sided p-value to be converted.</dd></dl>

Arguments

Convert a 'p-value' to the correct side. — convertPvalueToCorrectSideR

<dl>

<dt>p</dt>
<dd>The two-sided p-value to be converted.</dd>

</dl>

convertPvalueToCorrectSideR: Convert a 'p-value' to the correct side.

Description

Usage

Arguments