modelSignal.stairs10: Creating Time-Series according to example model

Description Usage Arguments Details Value References

View source: R/test_models.R

Description

Creates a time series according to the block model with independent innovations.

Usage

1

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 June 25, 2021, 5:08 p.m.