The function <code>MAR</code> is used for generating MAR model(s) for examples
of the functions <code>SNSeg_Uni</code>, <code>SNSeg_Multi</code>, and <code>SNSeg_HD</code>.

Implementations self-normalization (SN) based algorithms for
change-points estimation in time series data. This comprises nested
local-window algorithms for detecting changes in both univariate and
multivariate time series developed in Zhao, Jiang and Shao (2022)
<doi:10.1111/rssb.12552>.

Zifeng Zhao

SNSeg

Self-Normalization(SN) Based Change-Point Estimation for Time
Series

Shubo Sun

Feiyu Jiang

Xiaofeng Shao

MAR function

<dl><dt>n</dt>
<dd>the size (length) of time series to be generated</dd>
<dt>reptime</dt>
<dd>the number of time series to be generated</dd>
<dt>rho</dt>
<dd>value of autocorrelation</dd></dl>

Arguments

A funtion to generate a multivariate autoregressive process (MAR) in time
series — MAR

<dl>

<dt>n</dt>
<dd>the size (length) of time series to be generated</dd>


<dt>reptime</dt>
<dd>the number of time series to be generated</dd>


<dt>rho</dt>
<dd>value of autocorrelation</dd>

</dl>

MAR: A funtion to generate a multivariate autoregressive process (MAR) in time series

Description

Usage

Value

Arguments

Examples