reset

reset.OCD

reset.Mei

reset.XS

reset.Chan

Object of class 'Changepoint Detector'

detector

Reset changepoint detector to initial state

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>.

Yudong Chen

High-Dimensional Multiscale Online Changepoint Detection

reset function

<ul>
<li><code>OCD</code>: Reset object of subclass 'OCD'</li>
<li><code>Mei</code>: Reset object of subclass 'Mei'</li>
<li><code>XS</code>: Reset object of subclass 'XS'</li>
<li><code>Chan</code>: Reset object of subclass 'Chan'</li>
</ul>

reset: Reset changepoint detector to initial state

Description

Usage

Arguments

Value

Methods (by class)