lindley {localScore} | R Documentation |
Lindley process
Description
Creates a sequence of a Lindley process, also called CUSUM process, on a given sequence. For a sequence (X_k)k, the Lindley process is defined as follows: W_0:=0 and W_(k+1)=max(0,W_k+X_(k+1)). It defines positive excursions above 0.
Usage
lindley(sequence)
Arguments
sequence |
numeric sequence of a Lindley process, eg service time per customer |
Value
a vector with the Lindley process steps
Examples
MySeq <- c(1,2,3,-4,1,-3,-1,2,3,-4,1)
lindley(MySeq)
plot(1:length(MySeq),lindley(MySeq),type='b')
[Package localScore version 2.0.3 Index]