SimulateCorrelated: Simulate correlated vectors.

Description Usage Arguments Value See Also

Description

Simulates a new vector x with a specified mean, standard deviation, and correlation with some other vector v by adding white noise and scaling.

Usage

1
SimulateCorrelated(v, cor.vx = 1, mu.x = 0, sigma.x = 1)

Arguments

v

vector to which the new data will be correlated.

cor.vx

numeric specifying correlation between v and the new vector x.

mu.x

numeric, mean of the new vector x.

sigma.x

numeric, standard deviation of the new vector x.

Value

a vector x with the specified mean, standard deviation, and correlation.

See Also

Other Simulate.time.series: SimulateAR1, SimulateDummy, SimulateSinusoidal


google/amss documentation built on May 20, 2019, 5:05 p.m.