search for: detectchangepoint

Displaying 1 result from an estimated 1 matches for "detectchangepoint".

2012 Nov 13
1
Simulation with cpm package
...nt(sprintf("cpm:%s magnitude::%s location:%s", cpmType, changeMagnitudes[cm], changeLocations[cl])) temp <- numeric(sims) for (s in 1:sims) { x <-c(rchisq(changeLocations[cl], df=3), rchisq(2000, df=changeMagnitudes[cm])) temp[s] <-detectChangePoint(x, cpmType, ARL0=ARL0, startup=startup)$detectionTime } results[[cpmType]][cm,cl] <- mean(temp[temp > changeLocations[cl]]) - changeLocations[cl] } } } [[alternative HTML version deleted]]