ar1_sim_irregular: Simulate from a stationary Gaussian AR(1) process at...
In irregulAR1: Functions for Irregularly Sampled AR(1) Processes

Simulate from a stationary Gaussian AR(1) process at irregular times.

1	ar1_sim_irregular(times, rho, sigma, mu = 0)

`times`	The time points to simulate for.
`rho`	A real number strictly less than 1 in absolute value.
`sigma`	A positive real number.
`mu`	A vector of expected values with length `length(times)`, or a scalar (default equal to 0).

A vector of length n with the process values.

times <- c(3, 5:7, 10)
rho <- 0.5
sigma <- 1
mu <- seq_along(times)
ar1_sim_irregular(times, rho, sigma)
ar1_sim_irregular(times, rho, sigma, mu)

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

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