Workplan.md

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



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