Simul: Simul

In multibreakeR: Tests for a Structural Change in Multivariate Time Series

Simul

Description

#Simulate data to test the functions

Usage

Simul(n = 100, p = 5, intensity = 1, when.break = 0.5)

Arguments

n	The number of time series observations
p	The number of time series
intensity	The intensity of the break
when.break	When should the break be simulated (as a percentage of the time series sample)

Value

A matrix of time series with a common break

Examples

data(example_data)
simul.data <- Simul(n = 100, p = 5, intensity = 1, when.break = 0.5)

multibreakeR documentation built on May 31, 2023, 6:06 p.m.