modelSignal.stairs10 function

Creating Time-Series according to example model

Creates a time series according to the block model with independent innovations.

modelSignal.stairs10(rand.gen = rnorm, ...)

Arguments

• rand.gen: optional: a function to generate the innovations
• ...: further arguments to be parsed to rand.gen

Returns

a vector consisting of a realization of the signal model

Details

See Appendix B in the reference for details about the signal model.

References

P. Fryzlewicz (2014) Wild Binary Segmentation for Multiple Change-Point Detection. The Annals of Statistics, Volume 42, Number 6, pp. 2243-2281.