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Blocks test signal

Source: R/simulate.R
signal_blocks.Rd

The classic Donoho-Johnstone blocks test signal with known changepoints.

Usage

signal_blocks(n = 2048, seed = NULL)

Arguments

n

Length of the signal. Defaults to 2048.

seed

Optional seed.

Value

A tibble with columns index and value. The true_changepoints attribute contains the known changepoint locations.

References

Donoho, D. L. and Johnstone, I. M. (1994). Ideal spatial adaptation by wavelet shrinkage. Biometrika, 81(3), 425-455.

See also

Other test signals: cpt_simulate(), signal_fms(), signal_mix(), signal_stairs(), signal_teeth()

Examples

x <- signal_blocks(seed = 2026)
attr(x, "true_changepoints")
#>  [1]  205  266  307  471  512  819  901 1331 1556 1597 1659
# PELT recovers all eleven Donoho-Johnstone jumps
cpt_detect(x$value, method = "pelt")$changepoints$cp
#>  [1]  205  266  307  471  512  819  901 1331 1556 1596 1659