modelSignal.blocks {mosum} | R Documentation |
Creating Time-Series according to example model
Description
Creates a time series according to the block model with independent innovations.
Usage
modelSignal.blocks(rand.gen = rnorm, ...)
Arguments
rand.gen |
optional: a function to generate the innovations |
... |
further arguments to be parsed to |
Details
See Appendix B in the reference for details about the signal model.
Value
a vector consisting of a realization of the signal model
References
P. Fryzlewicz (2014) Wild Binary Segmentation for Multiple Change-Point Detection. The Annals of Statistics, Volume 42, Number 6, pp. 2243-2281.
[Package mosum version 1.2.7 Index]