Description Usage Arguments Value Author(s)

View source: R/newVARmultieventRealization.R

Generates several realizations of a VAR model

1 2 3 |

`var` |
A VAR model represented by a |

`xprev` |
previous status of the random variable |

`exogen` |
matrix containing the values of the "exogen" variables (predictor) for the generation |

`nrealization` |
number of realization (e.g. days to simulate). If |

`B` |
matrix of coefficients for the vector white-noise component |

`extremes, type` |
see |

`noise` |
stochastic noise to add for variabile generation. Default is |

a matrix of values

Emanuele Cordano, Emanuele Eccel

RMAWGEN documentation built on May 29, 2017, 9:09 a.m.

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