gen_dr: Generate a Drift Process
In SMAC-Group/simts: Time Series Analysis Tools
gen_dr R Documentation
Generate a Drift Process
Description
Simulates a Drift Process with a given slope, \omega.
Usage
gen_dr(N, omega = 5)
Arguments
N
An integer for signal length.
omega
A double that contains drift slope
Value
A vec containing the drift.
Process Definition
Drift with parameter \omega \in \Omega where \Omega is in
{\rm I\!R}^{+} or {\rm I\!R}^{-}. This process is defined as:
X_t = \omega t and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector with the \omega parameter.
After, we take the cumulative sum along the vector.
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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| gen_dr | R Documentation |
Generate a Drift Process
Description
Simulates a Drift Process with a given slope, \omega.
Usage
gen_dr(N, omega = 5)
Arguments
N |
An |
omega |
A |
Value
A vec containing the drift.
Process Definition
Drift with parameter \omega \in \Omega where \Omega is in
{\rm I\!R}^{+} or {\rm I\!R}^{-}. This process is defined as:
X_t = \omega t and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector with the \omega parameter.
After, we take the cumulative sum along the vector.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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