Learn R Programming

stcpR6 (version 0.9.8)

checkDeltaRange: Check whether the input delta parameters are acceptable

Description

For each method and family, check whether delta parameters are within expected range with respect to the pre-change parameter.

Usage

checkDeltaRange(method, family, alternative, m_pre, delta_lower, delta_upper)

Value

A list of

  1. Boolean indicating whether it is acceptable or not.

  2. Character describing why it is not acceptable.

  3. Updated delta_upper for the case where the original input was NULL

Arguments

method

Method of the sequential procedure.

  • ST: Sequential test based on a mixture of E-values.

  • SR: Sequential change detection based on e-SR procedure.

  • CU: Sequential change detection based on e-CUSUM procedure.

  • GLRCU: Sequential change detection based on GLR-CUSUM procedure.

family

Distribution of underlying univariate observations.

  • Normal: (sub-)Gaussian with sigma = 1.

  • Ber: Bernoulli distribution on {0,1}.

  • Bounded: General bounded distribution on [0,1]

alternative

Alternative / post-change mean space

  • two.sided: Two-sided test / change detection

  • greater: Alternative /post-change mean is greater than null / pre-change one

  • less: Alternative /post-change mean is less than null / pre-change one

m_pre

The boundary of mean parameter in null / pre-change space

delta_lower

Minimum gap between null / pre-change space and alternative / post-change one. It must be strictly positive for ST, SR and CU. Currently, GLRCU does not support the minimum gap, and this param will be ignored.

delta_upper

Maximum gap between null / pre-change space and alternative / post-change one. It must be strictly positive for ST, SR and CU. Currently, GLRCU does not support the maximum gap, and this param will be ignored.