random_arcoefs: Create random AR coefficients

Description Usage Arguments Details Value References

View source: R/geneticAlgorithm.R

Description

random_arcoefs generates random AR coefficients.

Usage

1
random_arcoefs(p, forcestat = FALSE, sd = 0.6/p)

Arguments

p

a positive integer specifying the autoregressive order of the model.

forcestat

use the algorithm by Monahan (1984) to force stationarity on the AR parameters (slower)?

sd

if forcestat==FALSE, then AR parameters are drawn from zero mean normal distribution with sd given by this parameter.

Details

If forcestat==TRUE, then the AR coefficients are relatively large, otherwise they are usually relatively small.

Value

Returns px1 vector containing random AR coefficients.

References


uGMAR documentation built on Jan. 24, 2022, 5:10 p.m.