gen.piece.poly {changepoints} | R Documentation |
Generate univariate data from piecewise polynomials (currently, only the linear, quadratic functions and cubic functions are considered).
gen.piece.poly(init_coef_vec, cpt_vec, kappa_mat, n, sigma)
init_coef_vec |
A (r+1)-dim |
cpt_vec |
A K-dim |
kappa_mat |
A (r+1)xK |
n |
An |
sigma |
A |
A vector of data generated from piecewise polynomials.
Haotian Xu
Yu and Chatterjee (2020) <arXiv:2007.09910>.
r = 2
init_coef_vec = c(-2, 2, 9)
cpt_true = c(100, 200)
n = 300
sigma = 1
kappa_mat = cbind(c(3, 9, -27), c(-3, 9, -27))
plot.ts(gen.piece.poly(init_coef_vec, cpt_true, kappa_mat, n, sigma), ylab = "y")