warSim | R Documentation |
Generate WAR(p) simulation data sets: samples simulated from a WAR(3) model similar to the specification in Section 4 of the referenced paper.
warSim()
A list of:
sample.ts |
one simulation run chosen from |
sample.ts.full |
1000 simulation runs, each of which consists of a sample time series (of length 100) of quantile functions generated by a WAR(3) model as specified by the reference paper |
quantile.grid |
the grid over which the quantile functions in sample.ts.full are evaluated |
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.