rchangepoint function

Simulate Univariate Data With a Single Change Point

This function simulates univariate data with a structural change.

rchangepoint(n, changepoint = NULL, mean1 = 0, mean2 = 0,
  dist = rnorm, meanparam = "mean", ...)

Arguments

• n: An integer for the data set's sample size
• changepoint: An integer for where the change point occurs
• mean1: The mean prior to the change point
• mean2: The mean after the change point
• dist: The function with which random data will be generated
• meanparam: A string for the parameter in dist representing the mean
• ...: Other arguments to be passed to dist

Returns

A vector of the simulated data

Details

This function generates artificial change point data, where up to the specified change point the data has one mean, and after the point it has a different mean. By default, the function simulates standard Normal data with no change. If changepoint is NULL, then by default the change point will be at about the middle of the data.

Examples

CPAT:::rchangepoint(500)
CPAT:::rchangepoint(500, changepoint = 10, mean2 = 2, sd = 2)
CPAT:::rchangepoint(500, changepoint = 250, dist = rexp, meanparam = "rate",
                    mean1 = 1, mean2 = 2)