LinearDetect (version 0.1.5)

lm.sim.break: Generate the linear regression model data with break points

Description

Generate the linear regression model data with break points

Usage

lm.sim.break(
  nobs,
  px,
  cnst = NULL,
  phi = NULL,
  sigma,
  sigma_x = 1,
  brk = nobs + 1
)

Arguments

nobs

number of time points

px

the number of features

cnst

the constant

phi

parameter coefficient matrix of the linear model

sigma

covariance matrix of the white noise

sigma_x

variance of the predictor variable x

brk

vector of break points

Value

A list object, which contains the followings

series_y

matrix of response data

series_x

matrix of predictor data

noises

matrix of white noise error