generateAR: Generating stationary autoregressive coefficients

In DREGAR: Regularized Estimation of Dynamic Linear Regression in the Presence of Autocorrelated Residuals (DREGAR)

Description

Generating stationary autoregressive coefficients

Usage

  generateAR(n = 1, l = -1, u = 1    , 
             min.distance = .Machine$double.eps , 
             sort.coeff = FALSE)

Arguments

n	The number of coefficients
l	Lower bound for coefficients
u	Upper bound for coefficients
min.distance	Minimum distance amongst all pair of coefficients
sort.coeff	Logical flag. If TRUE, then resulting coefficients are sorted descending

Author(s)

Hamed Haselimashhadi <[e-mail]>

See Also

dregar2 , dregar6 , sim.dregar

Examples

  generateAR(3 , -1 , 1 , .01 )

DREGAR documentation built on May 2, 2019, 7:59 a.m.