[−][src]Function changepoint::generators::discontinuous_jump
pub fn discontinuous_jump<R: Rng>(
rng: &mut R,
mu_1: f64,
sigma_1: f64,
mu_2: f64,
sigma_2: f64,
switch: usize,
size: usize
) -> Vec<f64>
Generate a series of draws from two gaussian process that switches
at switch
into the sequence.
Example
use changepoint::generators::discontinuous_jump; use rand::rngs::StdRng; use rand::SeedableRng; let mut rng: StdRng = StdRng::seed_from_u64(0x12345); // Generate a sequence of 1000 numbers from two gaussains, G(0, 1) and G(10, 5), // switching from the first to the second at 500 steps. let seq: Vec<f64> = discontinuous_jump( &mut rng, 0.0, 1.0, 10.0, 5.0, 500, 1000 ); assert_eq!(seq.len(), 1000);