Description Usage Arguments Examples
Simulation of 1D STGARCH-process
1 | simulation_1d_garch(param = NULL, dim = NULL, burnin = 100, cutoff = 0)
|
param |
Numeric vector of length 3, consiting of α_0, α_1 and β_1
#' @return Simulated STARCH process in form of a matrix of dimension |
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 |
1 2 3 4 | data<-simulation_1d_garch(param=c(0.3, 0.1, 0.05),
dim=c(10, 100),
burnin=100,
cutoff=0)
|
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