sigex.sim | R Documentation |
Simulate a stochastic process
sigex.sim(psi, mdl, simlen, burnin, dof, init)
psi |
A vector of all the real hyper-parameters |
mdl |
The specified sigex model, a list object |
simlen |
Length of the simulation |
burnin |
Initial stretch of simulation, later discarded |
dof |
Innovations of simulation are student t with dof degrees of freedom, set dof=Inf to get Gaussian |
init |
Initial values for process, should have length d, where d is the order of the full differencing polynomial |
sims: matrix of dimension simlen x N of simulated stochastic process corresponding to mdl with parameter psi.
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