R/data-univtoydataset.R

In samurais: Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

#' A simulated non-stationary time series with regime changes.
#'
#' A simulated non-stationary time series with regime changes.
#' This time series is used for illustration.
#'
#' @format A data frame with 670 rows and 2 columns:
#' \describe{
#'   \item{x}{The covariate variable which is the time in this time-series case.}
#'   \item{y}{The time series. The latter has been generated as follows:
#'     \itemize{
#'       \item  First regime: 100 values of standard Normally distributed random numbers.
#'       \item Second regime: 120 values of Normally distributed random numbers
#'         with mean 7 and unit variance.
#'       \item Third regime: 200 values of Normally distributed random numbers
#'         with mean 4  and unit variance.
#'       \item Fourth regime: 100 values of Normally distributed random numbers
#'         with mean -2 and unit variance.
#'       \item Fifth regime: 150 values of Normally distributed random numbers
#'         with mean 3.5  and unit variance.
#'     }
#'   }
#' }
#'
"univtoydataset"