addData {fastOnlineCpt} | R Documentation |
p
-dimensional data point, where p
is the number of time series being monitored.Add new p
-dimensional data point, where p
is the number of time series being monitored.
addData(obj, data)
## S4 method for signature 'fastOnlineCpt'
addData(obj, data)
obj |
An object of the class "fastOnlineCpt". |
data |
The new data of dimension |
An object of the class "fastOnlineCpt".
Hahn, G. (2021). Online multivariate changepoint detection with type I error control and constant time/memory updates per series. Under review.
library(fastOnlineCpt)
alpha <- 0.01
halfspent <- 100
spending_sequence <- function(n) { (n/(n+halfspent) - (n-1)/(n-1+halfspent)) * alpha }
obj <- fastOnlineCpt(spending_sequence)
p <- 10
n <- 50
data <- matrix(rnorm(p*n,mean=0),ncol=n)
obj <- addData(obj,data)