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. 2020 Mar 25;22(4):374. doi: 10.3390/e22040374

Algorithm 1 MCPD with a variable window

Require:

X, W_{i n i t}, W_{g r o w}, W_{m a x}, W_{m a r g i n}, α

1:
Calculate $O_{π}, C u m_{t}$ from Equation (7), (24), and (25)
2:
$C P = \emptyset$
3:
$t_{1} = 0, t_{2} = W_{i n i t}$
4:
while $t_{2} \leq$ length(X) do
5:
for $j = t_{1} + W_{m a r g i n} : t_{2} - W_{m a r g i n}$ do
6:
Calculate $L_{H_{0}}$ and $L_{H_{1}}$ from Equation (19)
7:
Calculate $L R (j)$ from Equation (20)
8:
end for
9:
$j_{c a n d i d a t e} = argmax (L R)$
10:
$L R_{m a x} = L R (j_{c a n d i d a t e})$
11:
if $L R_{m a x} < I C D F_{χ^{2} (m! - 1)} (1 - α)$ then
12:
if $t_{2} - t_{1} < W_{m a x}$ then
13:
$t_{2} = t_{2} + W_{g r o w}$
14:
else
15:
$t_{1} = t_{2}$
16:
$t_{2} = t_{2} + W_{i n i t}$
17:
end if
18:
else
19:
$C P = C P \cup j_{c a n d i d a t e}$
20:
$t_{1} = j_{c a n d i d a t e} + 1$
21:
$t_{2} = t_{1} + W_{i n i t}$
22:
end if
23:
end while