online.network.missing {changepoints} R Documentation

## Online change point detection for network data with missing values.

### Description

Perform online change point detection for network with missing values by controlling the false alarm rate at level alpha.

### Usage

online.network.missing(
data_incomplete_list,
eta_list,
alpha_grid,
thresholds_array,
rho_hat,
pi_ub_hat,
C_lambda = 2/3,
delta = 5
)


### Arguments

 data_incomplete_list A list of adjacency matrices (with entries being 0 or 1) with missing values being coercing to 0. eta_list A list of matrices associated with data_incomplete_list, each matrix indicates the missing entries in corresponding adjacency matrix. alpha_grid A numeric vector in (0,1) representing the desired false alarm rate. thresholds_array A numeric array of calibrated thresholds. rho_hat A numeric scalar of the sparsity parameter. pi_ub_hat A numeric scalar of the upper bound of the missing probability. C_lambda A numeric scalar of an absolute constant, which is set to be 2/3 by default. delta An integer scalar of minimum spacing.

### Value

Online change point estimator.

Haotian Xu

### References

Dubey, Xu and Yu (2021) <arxiv:2110.06450>

calibrate.online.network.missing for calibrating thresholds.