Description Usage Arguments Details See Also Examples
generate
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x |
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further arguments |
Implementation of generate
method for
YuleWalkerCoefficientBlockmatrices
or
CCGammaObject
S3 object. It generates a multivarite
random series according using a VAR model with coefficient
obtained by CoeffYWeq
(YuleWalkerCoefficientBlockmatrices
S3 object) .
Alternatively it generates by applying a first-order Markov
Cain from CCGammaObject
S3 Object.
generate
,CCGammaToBlockmatrix
,blockmatrix
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | library(RMRAINGEN)
set.seed(125)
data(trentino)
year_min <- 1961
year_max <- 1990
period <- PRECIPITATION$year>=year_min & PRECIPITATION$year<=year_max
station <- names(PRECIPITATION)[!(names(PRECIPITATION) %in% c("day","month","year"))]
prec_mes <- PRECIPITATION[period,station]
## removing nonworking stations (e.g. time series with NA)
accepted <- array(TRUE,length(names(prec_mes)))
names(accepted) <- names(prec_mes)
for (it in names(prec_mes)) {
accepted[it] <- (length(which(!is.na(prec_mes[,it])))==length(prec_mes[,it]))
}
prec_mes <- prec_mes[,accepted]
## the dateset is reduced!!!
prec_mes <- prec_mes[,1:2]
## Not Run in the examples, uncomment to run the following lines
# coeff <- CoeffYWeq(data=prec_mes,p=1,tolerance=0.001)
# generation <- generate(coeff,n=10,names=names(prec_mes))
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