gen_lts_cpp: Generate Latent Time Series based on Model (Internal)

View source: R/RcppExports.R

gen_lts_cppR Documentation

Generate Latent Time Series based on Model (Internal)

Description

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

Usage

gen_lts_cpp(N, theta, desc, objdesc)

Arguments

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)

Value

A mat containing data for each decomposed and combined time series.


simts documentation built on Aug. 31, 2023, 5:07 p.m.