ffstream (version 0.1.7.2)

initCUSUMMeanCD: Initialisation of 'CUSUM'

Description

This function makes it simple to initalise a 'CUSUM' object.

Usage

initCUSUMMeanCD(k = 0.25, h = 8, BL = 50)

Value

A CUSUM mean change detector object.

Arguments

k

One of the 'CUSUM' control parameters. Default value is k=0.25.

h

One of the 'CUSUM' control parameters. Default value is h=8.00.

BL

The burn-in length to be used with a 'CUSUM' change detector. Default value is BL=50.

Examples

library(Rcpp)
c1 <- initCUSUMMeanCD()     # initialises with k=0.25, h=8.00, BL=50

c2 <- initCUSUMMeanCD(k=0.5, h=4.00, BL=30)