y: Vector of observations

In AR1seg: Segmentation of an autoregressive Gaussian process of order 1

Description

Vector of size 1600 which is a piecewise constant function corrupted by a Gaussian AR(1) process with rho=0.3 and where the standard deviation of the innovation process is equal to 0.1. The piecewise constant function has its breaks at the following positions: 222, 311, 711, 888, 1200, 1466 and takes the following values: 0, 1, 0, 1, 0, 1, 0 on each associated segment.

Usage

data(y)

Format

The format is: num [1:1600] 0.11834 0.02428 0.00802 0.06716 0.10555 ...

Examples

library(AR1seg)
data(y)

AR1seg documentation built on May 2, 2019, 9:51 a.m.