stop_time_sim_data: Simulated functional time series from a functional...

View source: R/stop_time_sim_data.R

stop_time_sim_dataR 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 Sept. 11, 2023, 5:09 p.m.