isInBounds

Function to check that a value <code>x</code> is between two values.

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

isInBounds function

<dl><dt>x</dt>
<dd>The value to check.</dd>
<dt>lower</dt>
<dd>The lower bound.</dd>
<dt>upper</dt>
<dd>The upper bound.</dd></dl>

Arguments

Check if an argument is in the closed set [lower, upper] — isInBounds

<dl>

<dt>x</dt>
<dd>The value to check.</dd>


<dt>lower</dt>
<dd>The lower bound.</dd>


<dt>upper</dt>
<dd>The upper bound.</dd>

</dl>

isInBounds: Check if an argument is in the closed set [lower, upper]

Description

Usage

Arguments