gen_gts: Create a GMWM TS Object based on model
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Examples

Create a gts object based on a supplied time series model.

1 2	gen_gts(n, model, start = 0, end = NULL, freq = 1, unit = NULL, name = NULL)

`n`	An `interger` containing the amount of observations for the time series.
`model`	A `ts.model` or `gmwm` object containing one of the allowed models.
`start`	A `numeric` that provides the time of the first observation.
`end`	A `numeric` that provides the time of the last observation.
`freq`	A `numeric` that provides the rate of samples. Default value is 1.
`unit`	A `string` that contains the unit expression of the frequency. Default value is `NULL`.
`name`	A `string` that provides an identifier to the data. Default value is `NULL`.

This function accepts either a ts.model object (e.g. AR1(phi = .3, sigma2 =1) + WN(sigma2 = 1)) or a gmwm object.

A gts object with the following attributes:

start: The time of the first observation
end: The time of the last observation
freq: Numeric representation of frequency
unit: String representation of the unit
name: Name of the dataset

# Set seed for reproducibility
set.seed(1336)
n = 1000

# AR1 + WN
model = AR1(phi = .5, sigma2 = .1) + WN(sigma2=1)
x = gen_gts(n, model)
plot(x)

# Reset seed
set.seed(1336)

# GM + WN
# Convert from AR1 to GM values
m = ar1_to_gm(c(.5,.1),10)

# Beta = 6.9314718, Sigma2_gm = 0.1333333
model = GM(beta = m[1], sigma2_gm = m[2]) + WN(sigma2=1)
x2 = gen_gts(n, model, freq = 10, unit = 'sec')
plot(x2, to.unit = 'min')

# Same time series
all.equal(x, x2, check.attributes = FALSE)