simulate_corr_ar1: Simulate Correlated AR(1)
In Yuming-Zhang/synimu: Scale-wise Variance Optimization
simulate_corr_ar1 R Documentation
Simulate Correlated AR(1)
Description
This function simulates multiple correlated AR(1) processes.
Usage
simulate_corr_ar1(N, phi_ar1, sigma_ar1)
Arguments
N
An integer indicating the length of the time series.
phi_ar1
A vector indicating the phi terms of the AR(1) processes.
sigma_ar1
A matrix denoting the covariance of the AR(1) innovations.
Value
A matrix of the simulated correlated AR(1) processes.
Author(s)
Davide Antonio Cucci
Yuming-Zhang/synimu documentation built on Jan. 29, 2023, 11:59 a.m.
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| simulate_corr_ar1 | R Documentation |
Simulate Correlated AR(1)
Description
This function simulates multiple correlated AR(1) processes.
Usage
simulate_corr_ar1(N, phi_ar1, sigma_ar1)
Arguments
N |
An |
phi_ar1 |
A |
sigma_ar1 |
A |
Value
A matrix of the simulated correlated AR(1) processes.
Author(s)
Davide Antonio Cucci
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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