bcpmeta (version 1.0)

simgen: Generate Simulation Data

Description

Generate independent time series to apply changepoint detection methods on, according to the rules described in the reference, Section 5, Sceario 1 - 3.

Usage

simgen(scenario, N = 1000)

Arguments

scenario

scenario type. Can be chosen from 1, 2, or 3.

N

number of independent series to generate.

Value

X

a N * 200 matrix, each row is a simulated time series.

meta

locations of metadata times.

scenario

scenario type. Can be chosen from 1, 2, or 3; the same as input.

N

number of independent series to generate; the same as input.

References

Li, Y. and Lund, R. (2014) Bayesian Mulitple Changepoint Detection Using Metadata. (submitted)

See Also

bcpmeta.model, bcpmeta.parameters

Examples

## Create a time series of length 200 with three mean shifts at 50, 100, 150.
data = simgen(2, 1);
X = data$X[1, ];  ## time series
meta = data$meta;  ## locations of metadata times