getFiniteErrorMessage

For a particular parameter, create an error message specifying that
the parameter is not finite (i.e. not numeric and not NaN)

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

getFiniteErrorMessage function

<dl><dt>paramName</dt>
<dd>Name of parameter, e.g. <code>lambda</code></dd>
<dt>value</dt>
<dd>The value of the non-finite parameter</dd>
<dt>algoName</dt>
<dd>Name of algorithm, e.g. <code>AFF change detector</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.</dd></dl>

Arguments

Create the error message for a certain parameter that is not finite — getFiniteErrorMessage

<dl>

<dt>paramName</dt>
<dd>Name of parameter, e.g. <code>lambda</code></dd>


<dt>value</dt>
<dd>The value of the non-finite parameter</dd>


<dt>algoName</dt>
<dd>Name of algorithm, e.g. <code>AFF change detector</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.</dd>

</dl>

getFiniteErrorMessage: Create the error message for a certain parameter that is not finite

Description

Usage

Arguments