geovolSim | R Documentation |
Simulate from a GEOVOL model.
geovolSim(n, m, innovations = NULL, x.sd = 0.5, as.zoo = TRUE, verbose = FALSE)
n |
integer indicating the number of observations. |
m |
integer indicating the number of time series. |
innovations |
|
x.sd |
numeric scalar indicating the standard deviation of the normal random variable, v, used to simulate the squared GEOVOL factor, x, according to the formula x = exp(v). |
as.zoo |
logical. If |
verbose |
|
A matrix with the simulated values.
Susana Campos-Martins
geovol
,
geovolTest
,
set.seed(123)
## Simulate from a GEOVOL model with s.d. 0.5 (default):
eSim <- geovolSim(n = 1000, m = 30)
## Simulate from a GEOVOL model with s.d. 1:
eSim <- geovolSim(n = 1000, m = 30, x.sd = 1)
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