CPAT: sim_Vn – R documentation

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sim_Vn

CUSUM Statistic Simulation (Assuming Variance)

Simulates multiple realizations of the CUSUM statistic when the long-run variance of the data is known.

sim_Vn(size, n = 500, gen_func = rnorm, sd = 1, args = NULL)

`size`	Number of realizations to simulate
`n`	The sample size for each realization
`gen_func`	The function generating the random sample from which the statistic is computed
`sd`	The square root of the second moment of the data
`args`	A list of arguments to be passed to `gen_func`

A vector of simulated realizations of the CUSUM statistic

CPAT:::sim_Vn(100)
CPAT:::sim_Vn(100, gen_func = CPAT:::rchangepoint,
              args = list(changepoint = 250, mean2 = 1))

Change Point Analysis Tests

v0.1.0

MIT + file LICENSE

Authors

Curtis Miller [aut, cre]

Initial release

2018-12-06