Blocks: Blocks Data

In nmcdr: Non-parametric Multiple Change-points Detection

Description

the Blocks data, generally considered difficult for multiple change-points estimation due to highly heterogeneous segment levels and lengths, are generated by following codes:

n <- 1000

k0 <- 11

cpt <- c(0.1,0.13,0.15,0.23,0.25,0.40,0.44,0.65,0.76,0.78,0.81)

cpm <- c(4.0,-5.0,3.0,-4.0,5.0,-4.2,2.1,4.3,-3.1,5.1,-4.2)

set.seed(1)

eps <- rt(n,3)

Blocks <- array(0,n)

for(j in 1:n)

for(i in 1:11)

if(j>(cpt[i]*n)) Blocks[j]<-sum(cpm[1:i])

Blocks <- Blocks+eps

Usage

data(Blocks)

Format

vector

Source

Donoho, D. & Johnstone, I. (1995). Adapting to unknown smoothness via wavelet shrinkage. J. Am.Statist. Assco. 90 1200-1224.

nmcdr documentation built on April 14, 2017, 4:52 p.m.