Description Usage Arguments Value
Simulate from a stationary Gaussian AR(1) process at n consecutive
time points.
| 1 2 | ar1_sim_conditional_cpp(pred_times, mu_pred, x_obs, obs_times, mu_obs, rho,
  sigma)
 | 
| pred_times | A vector of time points to simulate at. | 
| x_obs | The observed values of the process. | 
| obs_times | A vector of time points at which observations have been made. | 
| rho | A real number strictly less than 1 in absolute value. | 
| sigma | A positive real number. | 
A vector of length length(pred_times) with the process
values.
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