Computes surprise using a rolling window of observations.
Usage
surprise_rolling(
observed,
expected = NULL,
window_size = 10,
step = 1,
models = c("uniform", "baserate", "funnel"),
...
)Arguments
- observed
Numeric vector of observed values (time-ordered)
- expected
Numeric vector of expected values
- window_size
Number of observations in the window
- step
Step size for moving the window
- models
Model specification
- ...
Additional arguments passed to
compute_surprise()