Simulate Univariate Data With a Single Change Point
This function simulates univariate data with a structural change.
rchangepoint(n, changepoint = NULL, mean1 = 0, mean2 = 0, dist = rnorm, meanparam = "mean", ...)
n |
An integer for the data set's sample size |
changepoint |
An integer for where the change point occurs |
mean1 |
The mean prior to the change point |
mean2 |
The mean after the change point |
dist |
The function with which random data will be generated |
meanparam |
A string for the parameter in |
... |
Other arguments to be passed to dist |
This function generates artificial change point data, where up to the
specified change point the data has one mean, and after the point it has a
different mean. By default, the function simulates standard Normal data with
no change. If changepoint is NULL, then by default the change
point will be at about the middle of the data.
A vector of the simulated data
CPAT:::rchangepoint(500)
CPAT:::rchangepoint(500, changepoint = 10, mean2 = 2, sd = 2)
CPAT:::rchangepoint(500, changepoint = 250, dist = rexp, meanparam = "rate",
mean1 = 1, mean2 = 2)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.