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inst/examples/simuNorm_examples.R
In MSTest: Hypothesis Testing for Markov Switching Models
set.seed(1234)
# Define DGP
mdl_norm <- list(n = 1000,
q = 2,
mu = c(5, -2),
sigma = rbind(c(5.0, 1.5),
c(1.5, 1.0)))
# Simulate process using simuNorm() function
y_norm_simu <- simuNorm(mdl_norm)
plot(y_norm_simu)
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MSTest documentation built on Oct. 31, 2024, 1:06 a.m.
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set.seed(1234)
# Define DGP
mdl_norm <- list(n = 1000,
q = 2,
mu = c(5, -2),
sigma = rbind(c(5.0, 1.5),
c(1.5, 1.0)))
# Simulate process using simuNorm() function
y_norm_simu <- simuNorm(mdl_norm)
plot(y_norm_simu)
Try the MSTest package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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