MC_Chan {ocd}

Compute Monte Carlo thresholds for the Chan method

Description

Compute Monte Carlo thresholds for the Chan method

Usage

MC_Chan(dim, patience, p0, w, lambda, MC_reps)

Arguments

dim

Data dimension

patience

Nominal patience of the procedure

p0

Assumed fraction of nonzero coordinates of change.

w

Window size

lambda

Tuning parameter for Chan (2017) method

MC_reps

number of Monte Carlo repetitions to use

Value

A numeric vector of computed thresholds.