simMt: Simulate M_t

View source: R/simMt.R

simMtR Documentation

Simulate M_t

Description

Subroutine of simXt(). Function to simulate M_t: the mean component of X_t.

Usage

simMt(N = 1000, numTrend = 0, a = NULL, mu = NULL, center = NULL)

Arguments

N

integer; The length of the output series

numTrend

integer; The number of terms to include in the varying trend component of M_t. Value represents the maximum degree; all lower order terms included.

a

numeric; If specified, a vector of custom coefficients for each term in the polynomial.

mu

numeric; If specified, a single value representing the grand mean of the polynomial.

center

numeric; If specified, a vector of custom centering parameters for each term in the polynomial.


castels/interpTools documentation built on June 7, 2024, 4:20 p.m.