makeStreamMeanChangeR: Create a stream with a certain number of changes

In ffstream: Forgetting Factor Methods for Change Detection in Streaming Data

Create a stream with a certain number of changes

Description

A function, used almost exclusively in testing, to generate a stream of observations with a certain number of changepoints.

Usage

makeStreamMeanChangeR(
  numChanges = 3,
  regimeLength = 150,
  seednum = NULL,
  mu0 = 0,
  sigma0 = 1
)

Arguments

regimeLength	The number of observations between changepoints (before and after). Default is 150.
seednum	The seed for the random number generator. Default is NULL, in which case no seed will be used.
mu0	The initial mean of the process.
sigma0	The variance of each stream.
x	numChanges The number of changepoints. Default is 3.

Details

Creates a stream of observations, where after each changepoint the mean increases by one standard deviation.

Value

A vector of observations.

ffstream documentation built on May 31, 2023, 7:53 p.m.