rAR1: The rAR1 function

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

Description

The rAR1 function

Usage

rAR1(n, y0 = 0, m = 300, phi = 0.5, distfun = rnorm, ...)

Arguments

n	nubmer of columns of AR(1) simulations the function shold give.
y0	initial value
m	numer of steps
phi	parameter of the model
distfun	a distribution function
...	parameters to the function disfun

Value

a matrix where every column has m steps of an AR(1) process, and every process has the same parameters.

Examples

l<-rAR1(10,5,200,0.6,rnorm,200)
summary(l)
plot(l)

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