IARsample: Simulate from an IAR Model
In iAR: Irregularly Observed Autoregressive Models
IARsample R Documentation
Simulate from an IAR Model
Description
Simulates an IAR Time Series Model.
Usage
IARsample(phi, st, n = 100L)
Arguments
phi
A coefficient of IAR model. A value between 0 and 1
st
Array with observational times.
n
Length of the output time series. A strictly positive integer.
Value
A list with the following components:
times Array with observation times.
series Array with simulated IAR data.
References
\insertRefEyheramendy_2018iAR
See Also
gentime
Examples
set.seed(6714)
st<-gentime(n=100)
y<-IARsample(phi=0.99,st=st, n=100)
y<-y$series
plot(st,y,type='l')
iAR documentation built on Nov. 25, 2022, 1:06 a.m.
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| IARsample | R Documentation |
Simulate from an IAR Model
Description
Simulates an IAR Time Series Model.
Usage
IARsample(phi, st, n = 100L)
Arguments
phi |
A coefficient of IAR model. A value between 0 and 1 |
st |
Array with observational times. |
n |
Length of the output time series. A strictly positive integer. |
Value
A list with the following components:
times Array with observation times.
series Array with simulated IAR data.
References
\insertRefEyheramendy_2018iAR
See Also
gentime
Examples
set.seed(6714) st<-gentime(n=100) y<-IARsample(phi=0.99,st=st, n=100) y<-y$series plot(st,y,type='l')
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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