generate_sub_G_fn

Pre-defined psi_star functions for sub-Gaussian family.

Algorithms of nonparametric sequential test and online
change-point detection for streams of univariate (sub-)Gaussian, binary,
and bounded random variables, introduced in following publications -
Shin et al. (2024) <doi:10.48550/arXiv.2203.03532>,
Shin et al. (2021) <doi:10.48550/arXiv.2010.08082>.

Jaehyeok Shin

stcpR6

Sequential Test and Change-Point Detection Algorithms Based on
E-Values / E-Detectors

generate_sub_G_fn function

<dl><dt>sig</dt>
<dd>The sigma parameter of the sub-Gaussian family (default = 1).</dd></dl>

Arguments

Pre-defined psi_star functions for sub-Gaussian family. — generate_sub_G_fn

<dl>

<dt>sig</dt>
<dd>The sigma parameter of the sub-Gaussian family (default = 1).</dd>

</dl>

generate_sub_G_fn: Pre-defined psi_star functions for sub-Gaussian family.

Description

Usage

Value

Arguments