ar1_errors: Generate autoregressive Gaussian errors.
In Yu-Group/dgpoix: Generate synthetic data that is as fresh as the real thing
View source: R/dgp-lib-errors.R
ar1_errors R Documentation
Generate autoregressive Gaussian errors.
Description
Generate correlated Gaussian errors based on an
autoregressive(1) covariance structure.
Usage
ar1_errors(n, rho)
Arguments
n
Number of samples.
rho
Correlation.
Value
A vector of simulated errors with length n.
Examples
errs <- ar1_errors(n = 100, rho = 0.7)
Yu-Group/dgpoix documentation built on June 3, 2022, 1:40 a.m.
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View source: R/dgp-lib-errors.R
| ar1_errors | R Documentation |
Generate autoregressive Gaussian errors.
Description
Generate correlated Gaussian errors based on an autoregressive(1) covariance structure.
Usage
ar1_errors(n, rho)
Arguments
n |
Number of samples. |
rho |
Correlation. |
Value
A vector of simulated errors with length n.
Examples
errs <- ar1_errors(n = 100, rho = 0.7)
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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