generate_far1

Function to generate data according to FAR(1) process.

Analyze functional data and its change points. Includes
functionality to store and process data, summarize and validate assumptions,
characterize and perform inference of change points, and provide
visualizations. Data is stored as discretely collected observations without
requiring the selection of basis functions. For more details see chapter 8
of Horvath and Rice (2024) <doi:10.1007/978-3-031-51609-2>. Additional papers
are forthcoming. Focused works are also included in the documentation of
corresponding functions.

Jeremy VanderDoes

fChange

Functional Change Point Detection and Analysis

Gregory Rice

Martin Wendler

generate_far1 function

<dl><dt>N</dt>
<dd>Numeric for the number of observations.</dd>
<dt>resolution</dt>
<dd>Numeric for resolution of data or a vector specifying the
observation points.</dd>
<dt>sd</dt>
<dd>Numeric for standard deviation with Brownian motion.</dd>
<dt>dependence</dt>
<dd>Numeric which indicates the dependence on the previous
curve.</dd>
<dt>drop_first</dt>
<dd>Booolean if first values should be dropped so the data varies
at the first rather than starting at 0 (given that is the observed first point).
Note this will affect the resolution observed.</dd></dl>

Arguments

Generate FAR(1) Data — generate_far1

<dl>

<dt>N</dt>
<dd>Numeric for the number of observations.</dd>


<dt>resolution</dt>
<dd>Numeric for resolution of data or a vector specifying the
observation points.</dd>


<dt>sd</dt>
<dd>Numeric for standard deviation with Brownian motion.</dd>


<dt>dependence</dt>
<dd>Numeric which indicates the dependence on the previous
curve.</dd>


<dt>drop_first</dt>
<dd>Booolean if first values should be dropped so the data varies
at the first rather than starting at 0 (given that is the observed first point).
Note this will affect the resolution observed.</dd>

</dl>

generate_far1: Generate FAR(1) Data

Description

Usage

Value

Arguments

Examples