gen.piece.poly.noiseless: Mean function of piecewise polynomials.

In changepoints: A Collection of Change-Point Detection Methods

Mean function of piecewise polynomials.

Description

Compute mean function of piecewise polynomials (currently, only the linear, quadratic functions and cubic functions are considered).

Usage

gen.piece.poly.noiseless(init_coef_vec, cpt_vec, kappa_mat, n)

Arguments

init_coef_vec	A numeric vector of coefficients for the first segment.
cpt_vec	An integer vector of change points.
kappa_mat	A numeric matrix where the i-th column represents the jump sizes for coefficients associated with the i-th change point.
n	An integer scalar of sample size.

Value

A vector of mean function of piecewise polynomials.

Author(s)

Haotian Xu

References

Yu and Chatterjee (2020) <arXiv:2007.09910>

Examples

r = 2
init_coef_vec = c(-2, 2, 9)
cpt_true = c(100, 200)
n = 300
kappa_mat = cbind(c(3, 9, -27), c(-3, 9, -27))
plot.ts(gen.piece.poly.noiseless(init_coef_vec, cpt_true, kappa_mat, n), 
        ylab = "Values of piecewise polynomials")

changepoints documentation built on Sept. 4, 2022, 5:06 p.m.