wgn_latent_model: Generate timeseries of a climate variable using a...

In anjanadevanand/toyWGN: A Toy Stochastic Weather Generator

Description

wgn_latent_model returns timeseries of a climate variable using the values present in its arguments.

Usage

wgn_latent_model(mu, sigma, alpha, lambda, tot_days)

Arguments

mu	A number; mean of the latent variable X.
sigma	A number; standard deviaion of the latent variable X.
alpha	A number; lag-1 autocorrelation coefficient of the latent variable X.
lambda	A number; exponent of the latent variable X.
tot_days	Number of values to return.

Details

The latent-variable model used by this function is of the form

X_t = α*X_{t-1} + ε_t

ε_t ~ N(0, σ^2)

R = (X + μ)^λ if (X + μ) > 0

Value

The climate timeseries of length tot_days.

Examples

wgn_latent_model(-2, 1, 0.8, 1.2, 100)

anjanadevanand/toyWGN documentation built on March 9, 2020, 6:57 a.m.