ffstream (version 0.1.7.2)

initEWMAMeanCD: Initialisation of EWMA

Description

This function makes it simple to initialise a 'EWMA' object.

Usage

initEWMAMeanCD(r = 0.2, L = 3, BL = 50)

Value

A EWMA mean change detector object.

Arguments

r

One of the 'EWMA' control parameters. Default value is r=0.20.

L

One of the 'EWMA' control parameters. Default value is L=3.00.

BL

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

Examples

library(Rcpp)
e1 <- initEWMAMeanCD()                   #initialises with r=0.20, L=3.00

e1 <- initEWMAMeanCD(r=0.05, L=0.275)    #initialises with r=0.20, L=3.00