ftsa: stop_time_sim_data – R documentation

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stop_time_sim_data

Simulated functional time series from a functional autoregression of order one

Description

For detecting the optimal stopping time, we simulate a curve time series that follows a functional autoregression of order 1, with a breakpoint in the middle point of the entire sample.

Usage

stop_time_sim_data(sample_size, omega, seed_number)

Arguments

`sample_size`	Number of curves
`omega`	Noise level
`seed_number`	Random seed number

Value

An object of class fts

Author(s)

Han Lin Shang

Examples

stop_time_sim_data(sample_size = 401, omega = 0.1, seed_number = 123)

ftsa

Functional Time Series Analysis

v6.0

GPL-3

Authors

Rob Hyndman [aut] (<https://orcid.org/0000-0002-2140-5352>), Han Lin Shang [aut, cre, cph] (<https://orcid.org/0000-0003-1769-6430>)

Initial release

2020-11-29