ffstream (version 0.1.7.2)

initAFFMeanCD: Initialisation of AFF change detector

Description

This function makes it simple to initalise an FFF object.

Usage

initAFFMeanCD(alpha = 0.01, eta = 0.01, BL = 50)

Value

An AFF mean change detector object.

Arguments

alpha

The value of the significance level. Default value is 0.01, although it is recommended that the user set this parameter.

eta

The value of the step-size in the gradient descent. Default is eta=0.01.

BL

The length of the burn-in region. Default value is BL=50. Must be at least greater than or equal to 2. No maximum. However, there is an exception: BL=0 also works, but in this case the user needs to specify the streamEstMean and streamEstSigma; see

Examples

library(Rcpp)
affmeancd1 <- initAFFMeanCD()              # initialises with alpha=0.01, 
                                           # eta=0.01 and BL=50

affmeancd2 <- initAFFMeanCD(alpha=0.005, eta=0.1,  BL=100) 


affmeancd3 <- initAFFMeanCD(alpha=0.005, eta=0.1,  BL=0)     # Example 3
affmeancd3$streamEstMean <- 0
affmeancd3$streamEstSigma <- 1