modelSignal.blocks

Creates a time series according to the block model with independent innovations.

internal

Implementations of MOSUM-based statistical procedures and algorithms for detecting multiple changes in the mean. This comprises the MOSUM procedure for estimating multiple mean changes from Eichinger and Kirch (2018) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.

Haeran Cho

mosum

Moving Sum Based Procedures for Changes in the Mean

Alexander Meier

Claudia Kirch

modelSignal.blocks function

<dl><dt>rand.gen</dt>
<dd>optional: a function to generate the innovations</dd>
<dt>...</dt>
<dd>further arguments to be parsed to <code>rand.gen</code></dd></dl>

Arguments

Creating Time-Series according to example model — modelSignal.blocks

<dl>

<dt>rand.gen</dt>
<dd>optional: a function to generate the innovations</dd>


<dt>...</dt>
<dd>further arguments to be parsed to <code>rand.gen</code></dd>

</dl>

modelSignal.blocks: Creating Time-Series according to example model

Description

Usage

Value

Arguments

Details

References