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Fix math render
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shinjaehyeok committed Oct 11, 2023
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4 changes: 2 additions & 2 deletions README.Rmd
Original file line number Diff line number Diff line change
Expand Up @@ -48,8 +48,8 @@ devtools::install_github("shinjaehyeok/stcpR6")

We will use E-detector for bounded random variables with the following setup

* Pre-change: $\mathbb{E}\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] \leq 0$
* Post-change : $\mathbb{E}\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] > 0$.
* Pre-change: $$E\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] \leq 0$$
* Post-change : $$E\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] > 0$$.
* Minimum practically interesting gap between pre- and post-means : $\Delta = 1$.
* Average run length (ARL) level : ARL $\geq 1000$. i.e., False alert once in 1000 times.
* Cap residuals into $[-20, 20]$.
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4 changes: 2 additions & 2 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -48,9 +48,9 @@ We will use E-detector for bounded random variables with the following
setup

- Pre-change:
$\mathbb{E}\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] \leq 0$
$$E\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] \leq 0$$
- Post-change :
$\mathbb{E}\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] > 0$.
$$E\left\[Y_t -\hat{Y}_t | Y_1, \dots, Y_{t-1}\right\] > 0$$.
- Minimum practically interesting gap between pre- and post-means :
$\Delta = 1$.
- Average run length (ARL) level : ARL $\geq 1000$. i.e., False alert
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