Simulation of (gradual) change-points

Change-points in univariate series

• GradualCpUnivNormal_Simulation
• GradualCpUnivNormalAR_Simulation

Change-points in (serially independent) multivariate Gaussian

• GradualCpMultGaussian_Simulation

Change-points in multivariate Gaussian copulas

• GradualCpBiVGaussianAR_Simulation
• GradualCpMultGaussianAR_Simulation
• GradualCpMultGaussianMA_Simulation

Change-points in bivariate copulas

• GradualCpCopula_Simulation