data.gen.ar4: Generate predictor and response data from AR4 model.

Description Usage Arguments Value Examples

View source: R/data_gen_AR.R

Description

Generate predictor and response data from AR4 model.

Usage

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data.gen.ar4(nobs, ndim = 9)

Arguments

nobs

The data length to be generated.

ndim

The number of potential predictors (default is 9).

Value

A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.

Examples

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# AR4 model from paper with total 9 dimensions
data.ar4<-data.gen.ar4(500)
plot.ts(cbind(data.ar4$x,data.ar4$dp))

synthesis documentation built on May 3, 2021, 9:07 a.m.