testSignal | R Documentation |
Produce vectors of mean and dispersion values for generating piecewise stationary time series.
testSignal( model = c("custom", "blocks", "fms", "mix", "stairs10", "teeth10")[1], lengths = NULL, means = NULL, sds = NULL )
model |
a string indicating from which model a realisation is to be generated;
possible values are "custom" (for user-specified model
using |
lengths |
use iff |
means |
use iff |
sds |
use iff |
See Appendix B in the reference for details about the test signals.
a list containing the following entries:
mu_t mean vector of piecewise stationary model time series
sigma_t deviation scaling vector of piecewise stationary model time series
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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