initialize_simulator: Simulator Initializer

In tsaux: Time Series Forecasting Auxiliary Functions

Simulator Initializer

Description

Simulator Initializer

Usage

initialize_simulator(x, index = NULL, sampling = NULL, model = "issm", ...)

Arguments

x	a vector of zero mean errors to use in the model.
index	an optional Date or POSIXct vector of same length as x. Used for indexing the simulated values.
sampling	an optional string denoting the sampling frequency for the simulator. If no index is present, will automatically generate one based on the sampling frequency given with start date 2000-01-01. Valid sampling frequencies are days, weeks, months, years, secs, mins, hours and subintervals of those as documented in the seq.POSIXt function.
model	the type of model to initialize a class for.
...	additional parameters to the function (not currently used).

Value

A object whose class depends on the type of model used.

tsaux documentation built on April 4, 2025, 3:08 a.m.