ar1_sim_conditional_cpp: Simulate from a stationary Gaussian AR(1) process.

Description Usage Arguments Value

View source: R/RcppExports.R

Description

Simulate from a stationary Gaussian AR(1) process at n consecutive time points.

Usage

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ar1_sim_conditional_cpp(pred_times, mu_pred, x_obs, obs_times, mu_obs, rho,
  sigma)

Arguments

pred_times

A vector of time points to simulate at.

x_obs

The observed values of the process.

obs_times

A vector of time points at which observations have been made.

rho

A real number strictly less than 1 in absolute value.

sigma

A positive real number.

Value

A vector of length length(pred_times) with the process values.


irregulAR1 documentation built on May 2, 2019, 8:49 a.m.