constant.sim.break: Generate the constant model data with break points

In LinearDetect: Change Point Detection in High-Dimensional Linear Regression Models

Description

Generate the constant model data with break points

Usage

constant.sim.break(nobs, cnst, sigma, brk = nobs + 1)

Arguments

nobs	number of time points
cnst	the constant
sigma	covariance matrix of the white noise
brk	vector of break points

Value

A list object, which contains the followings

series_y

matrix of response data

noises

matrix of white noise error

LinearDetect documentation built on March 22, 2021, 9:06 a.m.