GenZ

<p>bandwidth of Gaussian kernal applied to White-noise, Whitenoise error if <code>nu</code> = 0</p>

size

<p>Generate Gaussian autocorrelated random error sequence based on White-noise and Gaussian kernal</p>

A new approach to detect change points based on smoothing and multiple testing, which is for long data sequence modeled as piecewise constant functions plus stationary Gaussian noise, see Dan Cheng and Armin Schwartzman (2015) <arXiv:1504.06384>.

Zhibing He

GenZ: Generate Gaussian autocorrelated random error sequence based on White-noise and Gaussian kernal

Description

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Examples