# Workplan.md In AUMath-AdvancedR2018/AR1: Tools for working with AR(1) processes.

## Purpose

To pass Stochastic Processes

## Functions

#### simAR1

A function that simulates an AR(1) process Usage:

``````simAR1(10,400,0.8,rnorm(400))
``````

should print a vector whith 400 steps of the AR(1) process with normal distributed white noise and a plot this vector.

#### CLT

A function that calculates a vector form the first to the the n'th step of sum(Yi)/sqrt(n), to determine if there is a Central Limit Theorem.

``````y<-simAR1(10,400,0.8,rnorm(400))
CLT(y)
``````

should print a plot of the calculated vector.

#### LLN

A function that calculates form the first to the the n'th step of sum(Yi)/n, to determine if there is a Law of Large Numbers.

``````y<-simAR1(10,400,0.8,rnorm(400))
CLT(y)
``````

shold print a plot of the mentioned vector, together with a horizontal line in mean(y).

## Responsibilities

• Katrine: Make a rough first draft of a vignette.
• Ida: Finish documentation for the existing functions.

AUMath-AdvancedR2018/AR1 documentation built on May 24, 2019, 7:36 a.m.