
Vector of size 1600 which is a piecewise constant function corrupted by a Gaussian AR(1) process with rho=0.3 and where the standard deviation of the innovation process is equal to 0.1. The piecewise constant function has its breaks at the following positions: 222, 311, 711, 888, 1200, 1466 and takes the following values: 0, 1, 0, 1, 0, 1, 0 on each associated segment.


datasets

This package corresponds to the implementation of the robust approach for estimating change-points in the mean of an AR(1) Gaussian process by using the methodology described in the paper arXiv 1403.1958

Souhil Chakar

AR1seg

Segmentation of an autoregressive Gaussian process of order 1

y function

The format is:
 num [1:1600] 0.11834 0.02428 0.00802 0.06716 0.10555 ...

y: Vector of observations

Description

Usage

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Examples