rchangepoint: Simulate Univariate Data With a Single Change Point

In CPAT: Change Point Analysis Tests

Description

This function simulates univariate data with a structural change.

Usage

rchangepoint(n, changepoint = NULL, mean1 = 0, mean2 = 0,
  dist = rnorm, meanparam = "mean", ...)

Arguments

n	An integer for the data set's sample size
changepoint	An integer for where the change point occurs
mean1	The mean prior to the change point
mean2	The mean after the change point
dist	The function with which random data will be generated
meanparam	A string for the parameter in dist representing the mean
...	Other arguments to be passed to dist

Details

This function generates artificial change point data, where up to the specified change point the data has one mean, and after the point it has a different mean. By default, the function simulates standard Normal data with no change. If changepoint is NULL, then by default the change point will be at about the middle of the data.

Value

A vector of the simulated data

Examples

CPAT:::rchangepoint(500)
CPAT:::rchangepoint(500, changepoint = 10, mean2 = 2, sd = 2)
CPAT:::rchangepoint(500, changepoint = 250, dist = rexp, meanparam = "rate",
                    mean1 = 1, mean2 = 2)

CPAT documentation built on May 1, 2019, 6:51 p.m.