pois.farima: Simulate from Poisson-FARIMA(0,d,0) model
In jlivsey/LatentGaussCounts: Integer-valued Time Series Models based on Gaussian Copula
Description
Usage
Arguments
Value
Examples
Description
Simulate from Poisson-FARIMA(0,d,0) model
Usage
1
pois.farima(Tt, d, lam)
Arguments
Tt
length of series to be generated
d
long-memory parameter
lam
poisson parameter
Value
discrete valued time series with Poisson marginals and FARIMA(0,d,0)
covariance structure
Examples
1
pois.farima(200, 1/4, 3)
jlivsey/LatentGaussCounts documentation built on May 1, 2020, 6:16 a.m.
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Description Usage Arguments Value Examples
Description
Simulate from Poisson-FARIMA(0,d,0) model
Usage
1 | pois.farima(Tt, d, lam)
|
Arguments
Tt |
length of series to be generated |
d |
long-memory parameter |
lam |
poisson parameter |
Value
discrete valued time series with Poisson marginals and FARIMA(0,d,0) covariance structure
Examples
1 | pois.farima(200, 1/4, 3)
|
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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