:py:mod:`mosum.test_data` ========================= .. py:module:: mosum.test_data Module Contents --------------- Functions ~~~~~~~~~ .. autoapisummary:: mosum.test_data.testData mosum.test_data.testSignal .. py:function:: testData(model=['custom', 'blocks', 'fms', 'mix', 'stairs10', 'teeth10'][1], lengths=None, means=None, sds=None, rand_gen=np.random.normal, seed=None, rand_gen_args=[0, 1]) Test data with piecewise constant mean Generate piecewise stationary time series with independent innovations and change points in the mean. :param model: custom or pre-defined signal :type model: str :param lengths: vector of segment lengths (`custom` only) :type lengths: int :param means: vector of segment means (`custom` only) :type means: int :param sds: vector of segment standard deviations (`custom` only) :type sds: int :param rand_gen: innovation function :type rand_gen: function :param seed: random seed :type seed: int :param rand_gen_args: arguments for `rand_gen` :type rand_gen_args: ndarray :returns: * **x** (*ndarray*) -- simulated data series * **mu** (*ndarray*) -- signal * **sigma** (*float*) -- standard deviation * **cpts** (*ndarray*) -- true change points .. rubric:: Examples >>> mosum.testData() >>> mosum.testData("custom", lengths = [100,100], means=[0,1], sds= [1,1]) .. py:function:: testSignal(model=['custom', 'blocks', 'fms', 'mix', 'stairs10', 'teeth10'][1], lengths=None, means=None, sds=None) Piecewise constant test signal Produce vectors of mean and dispersion values for generating piecewise stationary time series.