simulate_corr_rw: Simulate Correlated Random Walk
In Yuming-Zhang/synimu: Scale-wise Variance Optimization
simulate_corr_rw R Documentation
Simulate Correlated Random Walk
Description
This function simulates multiple correlated random walk processes.
Usage
simulate_corr_rw(N, sigma_rw)
Arguments
N
An integer indicating the length of the time series.
sigma_rw
A matrix denoting the covariance of the random walk innovations.
Value
A matrix of the simulated correlated random walk 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_rw | R Documentation |
Simulate Correlated Random Walk
Description
This function simulates multiple correlated random walk processes.
Usage
simulate_corr_rw(N, sigma_rw)
Arguments
N |
An |
sigma_rw |
A |
Value
A matrix of the simulated correlated random walk 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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