rMaxAR: Extreme Value random process generation.

Description Usage Arguments Details Examples

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)

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