getv_from_u_and_w

Function to calculate <code>v</code> from <code>u</code> and <code>w</code>, according 
to the formula \(v= w(1-u)\).

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

getv_from_u_and_w function

<dl><dt>u</dt>
<dd>The current value of <code>u</code>.</dd>
<dt>w</dt>
<dd>The current value of <code>w</code>.</dd></dl>

Arguments

Calculate v — getv_from_u_and_w

<dl>

<dt>u</dt>
<dd>The current value of <code>u</code>.</dd>


<dt>w</dt>
<dd>The current value of <code>w</code>.</dd>

</dl>

getv_from_u_and_w: Calculate `v`

Description

Usage

Arguments