variance_mean {fastcpd} | R Documentation |
Variance estimation for mean change models
Description
Implement Rice estimator for variance in mean change models.
Usage
variance_mean(data)
variance.mean(data)
Arguments
data |
A matrix or a data frame with data points as each row. |
Value
A matrix representing the variance-covariance matrix or a numeric value representing the variance.
Examples
if (requireNamespace("mvtnorm", quietly = TRUE)) {
set.seed(1)
p <- 3
data <- rbind(
mvtnorm::rmvnorm(300, mean = rep(0, p), sigma = diag(100, p)),
mvtnorm::rmvnorm(400, mean = rep(50, p), sigma = diag(100, p)),
mvtnorm::rmvnorm(300, mean = rep(2, p), sigma = diag(100, p))
)
(sigma <- variance.mean(data))
}
[Package fastcpd version 0.14.3 Index]