sim_Vn {CPAT}

CUSUM Statistic Simulation (Assuming Variance)

Description

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

Usage

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

Arguments

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

Value

A vector of simulated realizations of the CUSUM statistic

Examples

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