GenDY: Generate first-order differential of a smoothed sequence Y
In mSTEM: Multiple Testing of Local Extrema for Detection of Change Points

Generate first-order differential of a smoothed sequence Y

1	GenDY(mu, z, gamma)

`mu`	a vector of piecewise constant
`z`	a vector of stationary Gaussian random error
`gamma`	bandwidth of nonparameter smoothing

a vector of the differential of Y

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mu = GenMu(x=1:10,pos=seq(10,100,10),size=150)
z = GenZ(nu=2,size=150)
GenDY(mu=mu,z=z,gamma=4)

mSTEM documentation built on Oct. 2, 2019, 5:03 p.m.

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