rMaxAR: Extreme Value random process generation.

Description Usage Arguments Details Examples

View source: R/rMaxAR.R

Description

Extreme Value random process generation.

Usage

1
rMaxAR(n,theta)

Arguments

n

Number of samples to generate.

theta

Parameter of the MAX AR process, takes values between 0 and 1.

Details

Generation of samples from Max AR(theta) processes.

Examples

1
rMaxAR(1000,0.2)

texmex documentation built on Dec. 4, 2020, 5:08 p.m.