generate_ornstein_uhlenbeck: Generate Data via Ornstein-Uhlenbeck Process

In fChange: Functional Change Point Detection and Analysis

Generate Data via Ornstein-Uhlenbeck Process

Description

Generate autoregressive process with errors according the Ornstein-Uhlenbeck process.

Usage

generate_ornstein_uhlenbeck(N, v, rho = 0)

Arguments

N	Numeric for the number of observations.
v	Numeric for resolution of data or a vector specifying the observation points.
rho	Numeric which indicates the dependence on the previous curve.

Value

A dfts object for the generated data.

Examples

generate_ornstein_uhlenbeck(N = 100, v = 20)

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