data {ICSS} | R Documentation |
Generated random data (n=700) with following the scheme in Inclan/Tiao (1994):
[1;390]Mean: 0; Variance: 1.000
[391;517]Mean: 0; Variance: 0.365
[518;700]Mean: 0; Variance: 1.033
data(data)
## load data
data(data)
## calculate the variance until the first breakpoint.
data_var <- var(data[1:390])