normalisedStatistics

<p>Object of class 'Changepoint Detector'</p>

detector

<p>Compute maximum ratio between detection statistic and its threshold</p>

Implements the algorithm in Chen, Wang and Samworth (2020) <arxiv:2003.03668> for online detection of sudden mean changes in a sequence of high-dimensional observations. It also implements methods by Mei (2010) <doi:10.1093/biomet/asq010>, Xie and Siegmund (2013) <doi:10.1214/13-AOS1094> and Chan (2017) <doi:10.1214/17-AOS1546>.

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normalisedStatistics: Compute maximum ratio between detection statistic and its threshold

Description

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