PfilterSample {TSSS}

Sample Data for Particle Filter and Smoother

Description

An artificially generated sample data with shifting mean value.

Usage

data(PfilterSample)

Format

A time series of 400 observations.

Details

This data generated by the following models;

y_n ~ N(\mu_n, 1),	\mu_n	= 0,	1 <= n <= 100
		= 1,	101 <= n <= 200
		= -1,	201 <= n <= 300
		= 0,	301 <= n <= 400