sim_Vn function

CUSUM Statistic Simulation (Assuming Variance)

Simulates multiple realizations of the CUSUM statistic when the long-run variance of the data is known.

sim_Vn(size, n = 500, gen_func = rnorm, sd = 1, args = NULL)

Arguments

• size: Number of realizations to simulate
• n: The sample size for each realization
• gen_func: The function generating the random sample from which the statistic is computed
• sd: The square root of the second moment of the data
• args: A list of arguments to be passed to gen_func

Returns

A vector of simulated realizations of the CUSUM statistic

Examples

CPAT:::sim_Vn(100)
CPAT:::sim_Vn(100, gen_func = CPAT:::rchangepoint,
              args = list(changepoint = 250, mean2 = 1))