R: Online change point detection for network data with missing...

online.network.missing {changepoints}

R Documentation

Online change point detection for network data with missing values.

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

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

`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.

Online change point estimator.

Haotian Xu

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