R/simulateGP.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Defines functions simulateGP

Documented in simulateGP

simulateGP <- function(g, sigma)
{
  Y1 <- numeric(length(g))
  y2 <- rnorm(1, 0, 1)
  Y2 <- rep(y2, length(g))
  muV <- muVec(g, y2)
  Y1 <- mvrnorm(n = 1, mu = muV, Sigma = sigma, tol = 1e-2)
  list(Y1 = Y1, Y2 = Y2)
}