ar1_sim_conditional_cpp: Simulate from a stationary Gaussian AR(1) process.
In irregulAR1: Functions for Irregularly Sampled AR(1) Processes
Description
Usage
Arguments
Value
Description
Simulate from a stationary Gaussian AR(1) process at n consecutive
time points.
Usage
1
2
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.
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Description Usage Arguments Value
Description
Simulate from a stationary Gaussian AR(1) process at n consecutive
time points.
Usage
1 2 | 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.
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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