View source: R/createTimeSeries.R

createTimeSeries | R Documentation |

This function creates a multi-dimensional nomral time series with normal entries and a possible change point in the mean. Running with no arguments creates five dimensional normal time series with mean 0, mean 1 and identity covariance matrix.

```
createTimeSeries(mu1, mu2, sigma, n = 128, tau = 72)
```

`mu1` |
A vector of length dimension giving mean before change point, or scalar if constant across dimensions. |

`mu2` |
A vector of length dimesnion giving mean after change point, or scalar if constant across dimensions. |

`sigma` |
The covariance matrix used for generation. Defaults to the identity. |

`n` |
The length of the time series to create. |

`tau` |
The location of the change point. |

A vector of length n containing multivariate normal entries.

```
createTimeSeries()
```

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