l = 1200
h = seq(150,by=150,length.out=6)
jump = c(0,1.5,2,2.2,1.8,2,1.5)*3
beta1 = c(2,-1,2.5,-3,-0.2,2.5,-0.5)/50
signal = gen.signal(l,h,jump,beta1)
noise = rnorm(length(signal),0,1)
gamma = 25
sdata = smth.gau(signal+noise,gamma)
dy = diff(sdata)
ddy = diff(sdata,differences=2)
cp.plt(signal,0,FALSE)
points(signal+noise,col="grey")
cp.plt(dy,1,H=h)
cp.plt(ddy,2,H=h)
Run the code above in your browser using DataLab