circ_embed: Exact simulation by circulant embedding
In cszang/circus: Circulant Embedding for Statistically Exact Simulations of Time Series
Description
Usage
Arguments
Value
Examples
Description
Circulant embedding is used to simulate the time series data n
times as time series with the same frequency characteristics like
the original time series (Percival & Constantine, 2006). The
resulting simulated time series are scaled to the mean and
standard deviation of the original time series.
Usage
1
circ_embed(x, n = 1000)
Arguments
x
original time series
n
number of simulations (must be a multiple of 2)
Value
a data.frame with n simulated times series in columns.
Examples
1
2
x <- rnorm(100)
xsim <- circ_embed(x)
cszang/circus documentation built on May 14, 2019, 12:26 p.m.
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Description Usage Arguments Value Examples
Description
Circulant embedding is used to simulate the time series data n times as time series with the same frequency characteristics like the original time series (Percival & Constantine, 2006). The resulting simulated time series are scaled to the mean and standard deviation of the original time series.
Usage
1 | circ_embed(x, n = 1000)
|
Arguments
x |
original time series |
n |
number of simulations (must be a multiple of 2) |
Value
a data.frame with n simulated times series in columns.
Examples
1 2 | x <- rnorm(100)
xsim <- circ_embed(x)
|
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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