SimAR1Poisson: Simulation of a AR(1) Poisson process

In MixedIndTests: Tests of Randomness and Tests of Independence

Simulation of a AR(1) Poisson process

Description

Conditionally on the past, X[t] is Poisson with lambda[t] = a+bX[t-1]

Usage

SimAR1Poisson(param, n)

Arguments

param	Param[1] = a>0, param[2] = b, 0<=b <1 (for stationarity)
n	Length of the series.

Value

X	Simulated series

Examples

data <- SimAR1Poisson(c(5,0.4),500)

MixedIndTests documentation built on May 29, 2024, 12:19 p.m.