modelSignal.mix {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.mix(rand.gen = rnorm, ...)

Arguments

rand.gen

optional: a function to generate the innovations

...

further arguments to be parsed to rand.gen

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]