sim_Vn: CUSUM Statistic Simulation (Assuming Variance)

In ntguardian/CPAT: Change Point Analysis Tests

Description

Simulates multiple realizations of the CUSUM statistic when the long-run variance of the data is known.

Usage

sim_Vn(size, n = 500, gen_func = rnorm, sd = 1, args = NULL)

Arguments

size	Number of realizations to simulate
n	The sample size for each realization
gen_func	The function generating the random sample from which the statistic is computed
sd	The square root of the second moment of the data
args	A list of arguments to be passed to gen_func

Value

A vector of simulated realizations of the CUSUM statistic

Examples

CPAT:::sim_Vn(100)
CPAT:::sim_Vn(100, gen_func = CPAT:::rchangepoint,
              args = list(changepoint = 250, mean2 = 1))

ntguardian/CPAT documentation built on May 22, 2019, 2:20 p.m.