edetect 0.1.0
First CRAN release.
- E-detector engine:
edetect_design()(pre-change classesbounded,subgaussian,bernoulli,poisson; directions up, down, both; Shiryaev-Roberts and CUSUM types; mixture over post-change shifts mapped to the optimal bet of each class; optional Phase I estimation of the centre and scale, recorded as an assumption),edetect_init(),edetect_update(),edetect_restart(),edetect_alarm(),edetect_report(). - Charts:
edetect_x(),edetect_p(),edetect_c(),edetect_u(),edetect_regression(). - S3 class
edetect_chartwithprint,summary,tidy,glance,autoplot. -
edetect_arl(): Monte Carlo run lengths (ARL without a change, delay and false alarms with a change), vectorised across replications. - Getting-started vignette.