simgen: Generate Simulation Data

In bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata

Description

Generate independent time series to apply changepoint detection methods on, according to the rules described in the reference, Section 5, Sceario 1 - 3.

Usage

simgen(scenario, N = 1000)

Arguments

scenario	scenario type. Can be chosen from 1, 2, or 3.
N	number of independent series to generate.

Value

X	a N * 200 matrix, each row is a simulated time series.
meta	locations of metadata times.
scenario	scenario type. Can be chosen from 1, 2, or 3; the same as input.
N	number of independent series to generate; the same as input.

Author(s)

Yingbo Li

Maintainer: Yingbo Li <[e-mail]>

References

Li, Y. and Lund, R. (2014) Bayesian Mulitple Changepoint Detection Using Metadata. (submitted)

See Also

bcpmeta.model, bcpmeta.parameters

Examples

## Create a time series of length 200 with three mean shifts at 50, 100, 150.
data = simgen(2, 1);
X = data$X[1, ];  ## time series
meta = data$meta;  ## locations of metadata times

Example output

bcpmeta documentation built on May 1, 2019, 6:48 p.m.