makeStreamMeanChangeR {ffstream} | R Documentation |
A function, used almost exclusively in testing, to generate a stream of observations with a certain number of changepoints.
makeStreamMeanChangeR(numChanges = 3, regimeLength = 150, seednum = NULL, mu0 = 0, sigma0 = 1)
regimeLength |
The number of observations between changepoints
(before and after). Default is |
seednum |
The seed for the random number generator. Default is
|
mu0 |
The initial mean of the process. |
sigma0 |
The variance of each stream. |
x |
numChanges The number of changepoints. Default is |
Creates a stream of observations, where after each changepoint the mean increases by one standard deviation.
A vector of observations.