sim_Vn {CPAT} | R Documentation |
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 |
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))
[Package CPAT version 0.1.0 Index]