Description Usage Arguments Value Examples
View source: R/simulate_iid_series.R
Generate a functional time series from a Brownian Bridge process.
If W(t) is a Wiener process, the Brownian Bridge is
defined as W(t) - tW(1).
Each functional observation is discretized in the points
indicated in v
. The series obtained is i.i.d.
and does not exhibit any kind of serial correlation.
1 2 | simulate_iid_brownian_bridge(N, v = seq(from = 0, to = 1, length.out =
100), sig = 1)
|
N |
The number of observations of the simulated data. |
v |
Discretization points of the curves, by default
|
sig |
Standard deviation of the Brownian Motion process,
by default |
Return the simulated functional time series as a matrix.
1 2 3 4 5 | N <- 100
v <- seq(from = 0, to = 1, length.out = 20)
sig <- 2
bbridge <- simulate_iid_brownian_bridge(N, v, sig)
matplot(v,t(bbridge), type = "l", xlab = "v", ylab = "Value")
|
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