A piecewise-constant test signal from the WBS/NOT literature.
See also
Other test signals:
cpt_simulate(),
signal_blocks(),
signal_mix(),
signal_stairs(),
signal_teeth()
Examples
x <- signal_fms(seed = 2026)
cp <- cpt_detect(x$value, method = "pelt")$changepoints$cp
# the smallest jumps (0.5, against noise sd 0.5) are the ones missed
cpt_metrics(cp, attr(x, "true_changepoints"), n = nrow(x))$covering
#> [1] 0.8674641