create_model: Create GGM with changepoints

In mlondschien/hdcd: High - Dimensional Change Point Detection

Description

Create a model to generate data from a GGM for simulating the detection of changepoints

Usage

create_model(n, p, changepoints, model_function, mean_vecs = NULL, ...)

Arguments

n	Number of observations
p	Number of dimensions
changepoints	An array with the changepoints for the model to be generated. The change points are the last observation of each segment.
model_function	A function that spawns covariance matrices of dimension p.
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

Value

An object to be used by simulate_from_model

mlondschien/hdcd documentation built on Jan. 5, 2021, 11:26 p.m.