Description Usage Arguments Value Examples
This function simulates a multivariate normal data set with 2 change points in the network structure.
1 | mvn.sim.2.cps(nobs, n_ser, seed = 101)
|
nobs |
A positive integer, which defines the length of the time series. It must be a multiple of 3 since change points occur at time points T/3 and 2T/3. |
n_ser |
A positive integer number indicating the dimensionality of the
time series. |
seed |
A positive integer with default value equal to 101. It is used to ensure reproducibility. |
A nobs
* n_ser
matrix with 2 change points
at time points nobs/3+1
and nobs*2/3+1
.
1 2 | ## Simulate MVN data with 2 change points
data <- mvn.sim.2.cps(180, 8, seed = 101)
|
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