MultipleSimulationVLtimeseries: MultipleSimulationVLtimeseries

Description Usage Arguments Value Examples

View source: R/MultipleTSsimulation.R

Description

MultipleSimulationVLtimeseries is a support function for generating a set of time series TS[,1],...TS[,10]. TS[,1],TS[,2],TS[,3] are causes X time series that are generated independently. The rest of time series are Y time series that are effects of some causes TS[,1],TS[,2],TS[,3]. TS[,1] causes TS[,4],TS[,7],TS[,8], and TS[,10]. TS[,2] causes TS[,5],TS[,7],TS[,9], and TS[,10]. TS[,3] causes TS[,6],TS[,8],TS[,9], and TS[,10].

Usage

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MultipleSimulationVLtimeseries(
  n = 200,
  lag = 5,
  YstFixInx = 111,
  YfnFixInx = 150,
  XpointFixInx = 100,
  arimaFlag = TRUE
)

Arguments

n

is length of time series.

lag

is a time lag between X and Y s.t. Y[t] is approximately X[t-lag].

YstFixInx

is the starting point of variable lag part.

YfnFixInx

is the end point of variable lag part.

XpointFixInx

is a point in X s.t. Y[YstFixInx:YfnFixInx]= X[XpointFixInx] .

arimaFlag

is ARMA model flag. If it is true, then X is generated by ARMA model. If it is false, then X is generated by sampling of the standard normal distribution.

Value

This function returns a list of time series TS.

Examples

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# Generate simulation data
TS <- MultipleSimulationVLtimeseries()

VLTimeCausality documentation built on Dec. 28, 2019, 9:06 a.m.