ar1_sim_irregular_cpp: Simulate from a stationary Gaussian AR(1) process at...

Description Usage Arguments Value

Description

Simulate from a stationary Gaussian AR(1) process at irregular times.

Usage

1

Arguments

times

The time points to simulate for.

rho

A real number strictly less than 1 in absolute value.

sigma

A positive real number.

Value

A vector of length n with the process values.


BenjaK/irregulAR1 documentation built on May 30, 2019, 3:51 p.m.