multivtoydataset dataset

A simulated non-stationary multidimensional time series with regime changes.

samurais packageRead PDF manual
  • Maintainer: Florian Lecocq
  • License: GPL (>= 3)
  • Last published: 2019-07-28

About the dataset

  • Number of rows: 670
  • Number of columns: 4
  • Class: data.frame

Column names and types

  • x:numeric
  • y1:numeric
  • y2:numeric
  • y3:numeric