initFFFMean

This function makes it simple to initalise an FFF mean object.

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

initFFFMean function

<dl><dt>lambda</dt>
<dd>The value of the fixed forgetting factor. 
Default is lambda=1.</dd></dl>

Arguments

Initialisation of FFF — initFFFMean

<dl>

<dt>lambda</dt>
<dd>The value of the fixed forgetting factor. 
Default is lambda=1.</dd>

</dl>

initFFFMean: Initialisation of FFF

Description

Usage

Value

Arguments

Examples