Sequential Test and Change-Point Detection Algorithms Based on
E-Values / E-Detectors
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Documentation for package ‘stcpR6’ version 0.9.6
Help Pages
| stcpR6-package | stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors |
| compute_baseline | Compute baseline processes. |
| compute_baseline_for_sample_size | Compute baseline parameters given target variance process bounds. |
| generate_sub_B_fn | Pre-defined psi_star functions for sub-Bernoulli family. |
| generate_sub_E_fn | Pre-defined psi_star functions for sub-exponential family. |
| generate_sub_G_fn | Pre-defined psi_star functions for sub-Gaussian family. |
| logSumExpTrick | log-sum-exp trick |
| NormalCS | NormalCS Class |
| Stcp | Stcp Class |
| stcpR6 | stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors |