Description Usage Arguments Value Examples
Simulates multiple realizations of the CUSUM statistic when the long-run variance of the data is known.
1 |
size |
Number of realizations to simulate |
n |
The sample size for each realization |
gen_func |
The function generating the random sample from which the statistic is computed |
sd |
The square root of the second moment of the data |
args |
A list of arguments to be passed to |
A vector of simulated realizations of the CUSUM statistic
1 2 3 | CPAT:::sim_Vn(100)
CPAT:::sim_Vn(100, gen_func = CPAT:::rchangepoint,
args = list(changepoint = 250, mean2 = 1))
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.