generate_changing_data#
- generate_changing_data(n: int = 100, changepoints: int | list[int] = 49, means: float | list[float] | list[ndarray] = 0.0, variances: float | list[float] | list[ndarray] = 1.0, random_state: int | None = 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.