ar1_sim: Simulate from a stationary Gaussian AR(1) process.
In BenjaK/irregulAR1: Functions for Irregularly Sampled AR(1) Processes

Description Usage Arguments Value Examples

Simulate from a stationary Gaussian AR(1) process, either at consecutive or irregular times.

1	ar1_sim(times, rho, sigma, mu = 0)

`times`	The time points to simulate for. If a single positive integer, then that many consecutive values will be simulated.
`rho`	A real number strictly less than 1 in absolute value.
`sigma`	A positive real number.
`mu`	A vector of expected values with length `length(times)`, or a scalar (default equal to 0).

If length(times) > 1, a vector of length length(times). Else (length(times) == 1 a vector with as many values as the integer times.

times <- c(3, 5:7, 10)
rho <- 0.5
sigma <- 1
mu <- seq_along(times)
ar1_sim(times[1], rho, sigma)
ar1_sim(times, rho, sigma)
ar1_sim(times, rho, sigma, mu)