simulation_1d_arch: Simulation of 1D STARCH processes

In Sondre91/STGARCH: STGARCH

Description

Simulation of 1D STARCH processes

Usage

simulation_1d_arch(param = NULL, dim = NULL, burnin = 100, cutoff = 0)

Arguments

param	Numeric vector of length 2, consiting of α_0 and α_1
dim	Numeric vector of length 2, indicating dimension size on form spatial x temporal
burnin	Integer, size of temporal burnin
cutoff	Integer, number of spatial points to be "cut off" in each spatial direction in order to make the simulated process non-circular. If cutoff=0, the process is circular.

Value

Simulated STARCH process in form of a matrix of dimension dim.

Examples

data<-simulation_1d_arch(param=c(0.3, 0.1),
                         dim=c(10, 100),
                         burnin=100,
                         cutoff=0)

Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.