modelSignal.fms | R Documentation |
Creates a time series according to the block model with independent innovations.
modelSignal.fms(rand.gen = rnorm, ...)
rand.gen |
optional: a function to generate the innovations |
... |
further arguments to be parsed to |
See Appendix B in the reference for details about the signal model.
a vector consisting of a realization of the signal model
P. Fryzlewicz (2014) Wild Binary Segmentation for Multiple Change-Point Detection. The Annals of Statistics, Volume 42, Number 6, pp. 2243-2281.
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