data_generation

The function to generate mean shift data

A four step change point detection method that can detect break points with the presence of missing values proposed by Liu and Safikhani (2023) <https://drive.google.com/file/d/1a8sV3RJ8VofLWikTDTQ7W4XJ76cEj4Fg/view?usp=drive_link>.

Yanxi Liu

MissCP

Change Point Detection with Missing Values

Abolfazl Safikhani

data_generation function

<dl><dt>n</dt>
<dd>the number of data points</dd>
<dt>mu</dt>
<dd>the matrix of mean parameter</dd>
<dt>sigma</dt>
<dd>covariance matrix of the white noise</dd>
<dt>brk</dt>
<dd>vector of change points</dd></dl>

Arguments

data_generation — data_generation

<dl>

<dt>n</dt>
<dd>the number of data points</dd>


<dt>mu</dt>
<dd>the matrix of mean parameter</dd>


<dt>sigma</dt>
<dd>covariance matrix of the white noise</dd>


<dt>brk</dt>
<dd>vector of change points</dd>

</dl>

data_generation: data_generation

Description

Usage

Value

Arguments