View source: R/overlapping_data.R

generate_ol_rnorm_mtx | R Documentation |

The function operates by calculating a matrix of 'pthly' variates
(where `p`

is the extent of the overlap, i.e. the parameter `noverlap`

)
having 1/pth the mean and variance, and then iterating over rows and
summing the row values in overlapping sets of `noverlap`

.

generate_ol_rnorm_mtx(nsims, nsteps, noverlap, mu = 0, sigma = 1)

`nsims` |
The number of simulations (rows in the matrix). |

`nsteps` |
The number of steps (columns in the matrix). |

`noverlap` |
The extent of the overlap, e.g. 12 means annual overlaps from monthly data. 1 means no overlap. |

`mu` |
The mean of the Normal distribution. |

`sigma` |
The standard deviation of the Normal distribution. |

A `nsims`

by `steps`

matrix with overlapped values.

generate_ol_rnorm_mtx(100, 10, noverlap = 12)

PaulMTeggin/practechniques documentation built on June 2, 2022, 12:29 p.m.

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