GetGP: Simulate time series of fluctuations based on a Gaussian...

Description Usage Arguments Value See Also Examples

View source: R/getgp.R

Description

Simulate time series of fluctuations based on a Gaussian Process, using a squared exponential covariance function.

Usage

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GetGP(nyears, cov.method = "matern", range = 10, smoothness = 2,
  tau = 1, l = 1, seed = 123)

Arguments

nyears

number of years of observation period

cov.method

either sqexp (squared exponential) or matern

range

parameter for Matern function. Default is 10.

smoothness

parameter for Matern function. Default is 2.

tau

the amplitude parameter. Determines the magnitude of fluctuations over time.

l

the length scale parameter. Determines the 'wigglyness' of the fluctuations.

seed

value of random seed

Value

A data frame of observation points (x) and y-values

See Also

calcSigma

Examples

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res <- GetGP(50, cov.method = "sqexp",tau = 1, l = 1)
ggplot(data = res, aes (x = x, y = y)) + geom_line() + geom_point() + theme_bw()

MJAlexander/distortr documentation built on July 17, 2020, 4:06 p.m.