modelSignal.mix: Creating Time-Series according to example model
In mosum: Moving Sum Based Procedures for Changes in the Mean
modelSignal.mix R Documentation
Creating Time-Series according to example model
Description
Creates a time series according to the block model with independent innovations.
Usage
modelSignal.mix(rand.gen = rnorm, ...)
Arguments
rand.gen
optional: a function to generate the innovations
...
further arguments to be parsed to rand.gen
Details
See Appendix B in the reference for details about the signal model.
Value
a vector consisting of a realization of the signal model
References
P. Fryzlewicz (2014)
Wild Binary Segmentation for Multiple Change-Point Detection.
The Annals of Statistics, Volume 42, Number 6, pp. 2243-2281.
mosum documentation built on Oct. 22, 2022, 5:05 p.m.
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| modelSignal.mix | R Documentation |
Creating Time-Series according to example model
Description
Creates a time series according to the block model with independent innovations.
Usage
modelSignal.mix(rand.gen = rnorm, ...)
Arguments
rand.gen |
optional: a function to generate the innovations |
... |
further arguments to be parsed to |
Details
See Appendix B in the reference for details about the signal model.
Value
a vector consisting of a realization of the signal model
References
P. Fryzlewicz (2014) Wild Binary Segmentation for Multiple Change-Point Detection. The Annals of Statistics, Volume 42, Number 6, pp. 2243-2281.
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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