gen_lts_cpp: Generate Latent Time Series based on Model (Internal)
In simts: Time Series Analysis Tools

gen_lts_cpp

R Documentation

Generate Latent Time Series based on Model (Internal)

Create a latent time series based on a supplied time series model.

gen_lts_cpp(N, theta, desc, objdesc)

`N`	An `interger` containing the amount of observations for the time series.
`theta`	A `vec` containing the parameters to use to generate the model.
`desc`	A `vector<string>` containing the different model types (AR1, WN, etc..).
`objdesc`	A `field<vec>` containing the different model objects e.g. AR1 = c(1,1)