changepoint.sim1D: Simulated change-point data for one-dimension

In nonsmooth: Nonparametric Methods for Smoothing Nonsmooth Data

Simulated change-point data for one-dimension

Description

This function simulates one-dimension change-point data for three data types, and one smooth data type for testing change-point regression estimators.

Usage

changepoint.sim1D(n,sigma=1,data.type = "continuousWithJump")

Arguments

n	Integer value for sample size.
sigma	Numeric value of standard deviation.
data.type	Character value for different data types. The options for change-point data are: constant functions seperated by two jumps ("uniformJump"), linear functions seperated by two change-points in the first derivative ("gradualJump"), and nonlinear data with a jump ("continuousWithJump"). A smooth continuous function with no change-points ("continuous") is the same functions as "continuousWithJump" but without the change-point. See Thompson, J.R.J. (2024) for more details on these data types.

Value

This function produces a data.frame, consisting of the simulated data and the data generating process.

X	Numeric vector of explanatory data
Y	Numeric vector of response data
oracle	Numeric vector of the data generating process for Y

References

Thompson, J.R.J. (2024) “Iterative Smoothing for Change-point Regression Function Estimation”, Journal of Applied Statistics, 1-25. <doi:10.1080/02664763.2024.2352759>

Examples

## 1D continuous data of nonlinear functions with a jump change-point
changepoint.data <- changepoint.sim1D(100)
plot(changepoint.data$X,changepoint.data$Y,xlab = "X",ylab = "Y",pch=1,col="grey",las=1)
lines(changepoint.data$X,changepoint.data$oracle,col="red",lty=1)

## 1D continuous data of constant functions with two jump change-points
changepoint.data <- changepoint.sim1D(100,data.type="uniformJump")
plot(changepoint.data$X,changepoint.data$Y,xlab = "X",ylab = "Y",pch=1,col="grey",las=1)
lines(changepoint.data$X,changepoint.data$oracle,col="red",lty=1)

## 1D continuous data of linear functions with two derivative change-points
changepoint.data <- changepoint.sim1D(100,data.type="gradualJump")
plot(changepoint.data$X,changepoint.data$Y,xlab = "X",ylab = "Y",pch=1,col="grey",las=1)
lines(changepoint.data$X,changepoint.data$oracle,col="red",lty=1)

## 1D continuous data of a nonlinear continuous function
changepoint.data <- changepoint.sim1D(100,data.type="continuous")
plot(changepoint.data$X,changepoint.data$Y,xlab = "X",ylab = "Y",pch=1,col="grey",las=1)
lines(changepoint.data$X,changepoint.data$oracle,col="red",lty=1)

nonsmooth documentation built on July 3, 2024, 5:06 p.m.