stop_time_sim_data: Simulated functional time series from a functional...
In ftsa: Functional Time Series Analysis
View source: R/stop_time_sim_data.R
stop_time_sim_data R Documentation
Simulated functional time series from a functional autoregression of order one
Description
For detecting the optimal stopping time, we simulate a curve time series that follows a functional autoregression of order 1, with a breakpoint in the middle point of the entire sample.
Usage
stop_time_sim_data(sample_size, omega, seed_number)
Arguments
sample_size
Number of curves
omega
Noise level
seed_number
Random seed number
Value
An object of class fts
Author(s)
Han Lin Shang
See Also
stop_time_detect
Examples
stop_time_sim_data(sample_size = 401, omega = 0.1, seed_number = 123)
ftsa documentation built on May 29, 2024, 2:47 a.m.
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View source: R/stop_time_sim_data.R
| stop_time_sim_data | R Documentation |
Simulated functional time series from a functional autoregression of order one
Description
For detecting the optimal stopping time, we simulate a curve time series that follows a functional autoregression of order 1, with a breakpoint in the middle point of the entire sample.
Usage
stop_time_sim_data(sample_size, omega, seed_number)
Arguments
sample_size |
Number of curves |
omega |
Noise level |
seed_number |
Random seed number |
Value
An object of class fts
Author(s)
Han Lin Shang
See Also
stop_time_detect
Examples
stop_time_sim_data(sample_size = 401, omega = 0.1, seed_number = 123)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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