simulation_1d_garch: Simulation of 1D STGARCH-process

Description Usage Arguments Examples

Description

Simulation of 1D STGARCH-process

Usage

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simulation_1d_garch(param = NULL, dim = NULL, burnin = 100, cutoff = 0)

Arguments

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.

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.

Examples

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data<-simulation_1d_garch(param=c(0.3, 0.1, 0.05),
                          dim=c(10, 100),
                          burnin=100,
                          cutoff=0)

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