Description Usage Arguments Value
Create a model to generate data from for simulating the detection of changepoints
1 2 | CreateModel(n_segments, n, p, modelFUN, equispaced = T, mean_vecs = NULL,
...)
|
n_segments |
Number of segments in the model. There will be one less changepoints than segments. |
n |
Number of observations |
p |
Number of dimensions |
modelFUN |
A function that spawns covariance matrices of dimension p. |
equispaced |
If TRUE, the segments will be of equal length (up to rounding) and hence the changepoints will be equispaced. Otherwise the changepoints will be drawn randomly and the distance between them will differ. |
mean_vecs |
If NULL, the mean for each segment will be zero. Otherwise mean_vecs should be a list containing a p-dimensional numeric vector with the means for each segment. |
... |
Addtional arguments to be supplied to modelFUN |
An object to be used by SimulateFromModel
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