setBaselineSD

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

detector

<p>vector of standard deviation, must be of the same dimension as
specified in the data_dim attribute of <code>detector</code>.</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>.

setBaselineSD: Set baseline standard deviation

Description

Usage

Arguments

Value