rMaxAR: Extreme Value random process generation.

View source: R/rMaxAR.R

rMaxARR Documentation

Extreme Value random process generation.

Description

Extreme Value random process generation.

Usage

rMaxAR(n,theta)

Arguments

n

Number of samples to generate.

theta

Parameter of the MAX AR process, takes values between 0 and 1.

Details

Generation of samples from Max AR(theta) processes.

Examples

rMaxAR(1000,0.2)

harrysouthworth/texmex documentation built on March 8, 2024, 7:50 p.m.