Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors

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Documentation for package ‘stcpR6’ version 0.9.8

• DESCRIPTION file.
• Package NEWS.

Help Pages

stcpR6-package	stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors
checkDeltaRange	Check whether the input delta parameters are acceptable
compute_baseline	Compute baseline processes.
compute_baseline_for_sample_size	Compute baseline parameters given target variance process bounds.
convertDeltaToExpParams	converted input deltas to parameters for exponential baselines
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