scenarioGenerator: Generate a piecewise constant signal of a given length

In DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals

Generate a piecewise constant signal of a given length

Description

Generate a piecewise constant signal of a given length

Usage

scenarioGenerator(
  n,
  type = c("none", "up", "updown", "rand1"),
  nbSeg = 20,
  jumpSize = 1
)

Arguments

n	The length of the sequence of observations.
type	Possible change scenarios for the jump structure
nbSeg	Number of segments
jumpSize	Maximum magnitude of a change

Value

a sequence of N values for the piecewise constant signal

Examples

scenarioGenerator(1e3, "rand1")

DeCAFS documentation built on Jan. 6, 2023, 5:27 p.m.