scenarioGenerator {DeCAFS}

Generate a piecewise constant signal of a given length

Description

Generate a piecewise constant signal of a given length

Usage

scenarioGenerator(
  n,
  type = c("none", "up", "updown", "rand1"),
  nbSeg = 20,
  jumpSize = 1
)

Arguments

n

The length of the sequence of observations.

type

Possible change scenarios for the jump structure

nbSeg

Number of segments

jumpSize

Maximum magnitude of a change

Value

a sequence of N values for the piecewise constant signal

Examples

scenarioGenerator(1e3, "rand1")