R6 class for rank based anomalies

This is VERY developmental - do not use

Methods

Public methods

• rankCost$length()

• rankCost$new()

• rankCost$baseCost()

• rankCost$pointCost()

• rankCost$collectiveCost()

• rankCost$param()

• rankCost$clone()

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Method length()

Get the length of time series

Usage

rankCost$length()

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Method new()

Initialise the cost function

Usage

rankCost$new(x, m = 0)

Arguments

x

numeric matrix of observations

m

numeric vector or matrix of mean values

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Method baseCost()

Compute the non-anomalous cost of a segment

Usage

rankCost$baseCost(a, b, pen = 0)

Arguments

a

start of period

b

end of period

pen

penalty cost

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Method pointCost()

Compute the point anomaly cost of a time step

Usage

rankCost$pointCost(b, pen)

Arguments

b

time step

pen

penalty cost

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Method collectiveCost()

Compute the non-anomalous cost of a segment

Usage

rankCost$collectiveCost(a, b, pen, len)

Arguments

a

start of period

b

end of period

pen

penalty cost

len

minimum number of observations

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Method param()

Compute parameters of a segment if anomalous

Usage

rankCost$param(a, b)

Arguments

a

start of period

b

end of period

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Method clone()

The objects of this class are cloneable with this method.

Usage

rankCost$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

set.seed(0)
m <- runif(100)
s <- pmax(1e-4,runif(100))
x <- rnorm(100,m,s) ## example data