Displaying 1 result from an estimated 1 matches for "detectiontime".
2012 Nov 13
1
Simulation with cpm package
...gnitudes[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]
}
} }
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