generate_far1: Generate FAR(1) Data

In fChange: Functional Change Point Detection and Analysis

Generate FAR(1) Data

Description

Function to generate data according to FAR(1) process.

Usage

generate_far1(N, resolution, sd = 1, dependence = 1/2, drop_first = FALSE)

Arguments

N	Numeric for the number of observations.
resolution	Numeric for resolution of data or a vector specifying the observation points.
sd	Numeric for standard deviation with Brownian motion.
dependence	Numeric which indicates the dependence on the previous curve.
drop_first	Booolean if first values should be dropped so the data varies at the first rather than starting at 0 (given that is the observed first point). Note this will affect the resolution observed.

Value

dfts object of the data.

Examples

res <- generate_far1(20, 10)

fChange documentation built on June 21, 2025, 9:08 a.m.