generate_changing_data#

generate_changing_data(n: int = 100, changepoints: int | list[int] = 50, means: float | list[float] | list[ndarray] = 0.0, variances: float | list[float] | list[ndarray] = 1.0, random_state: int = None)[source]#

Generate piecewise multivariate normal data with changing means and variances.

Parameters:
nint, optional, default=100

Number of observations.

changepointsint or list of ints, optional, default=50

Changepoints in the data.

meanslist of floats or list of arrays, optional, default=0.0

List of means for each segment.

varianceslist of floats or list of arrays, optional, default=1.0

List of variances for each segment.

random_stateint or RandomState, optional

Seed or random state for reproducible results. Defaults to None.

Returns:
pd.DataFrame

DataFrame with generated data.