sim: Simulate a random walk with time-varying autocorrelation

Description Usage Arguments Value

View source: R/sim.r

Description

Simulate a random walk with time-varying autocorrelation

Usage

1
sim(Nt = 1000, sigma = c(0.2, 0.2), rho = 0, tstep = 0.5)

Arguments

Nt

number of time steps to simulate

tstep

increment, in days, in time-series

sigma_g

sd of the AR(1) time-series for g

Sigma

covar matrix for RW process

Value

a dataframe with components:

dates

timestamps for each location

lon

longitude without obs error

lat

latitude without obs error

gamma

autocorrelations


ianjonsen/bssm documentation built on July 3, 2017, 10:33 p.m.