eps_gen: Noise generation

In koohyun-kwon/HTEBandSim: What the Package Does (One Line, Title Case)

Description

Noise generation

Usage

eps_gen(n.sim, cvar.spec, dist = c("norm", "lnorm", "logis"), x, scale)

Arguments

n.sim	number of simulation to use.
cvar.spec	specification for conditional variance function, one of c("homo", "het.AK").
dist	distribution for noise function; choose among normal ("norm"), log-normal distribution ("lnorm") or logistic ("logis").
x	a vector of regressors
scale	scale parameter, a positive constant multiplied to the noise.

Value

matrix of noise terms with nrow = length(x) and ncol = n.sim.

Examples

x <- seq(-1, 1, length.out = 100)
eps_gen(150, "het.AK", "lnorm", x, 1/2)

koohyun-kwon/HTEBandSim documentation built on Dec. 21, 2021, 7:43 a.m.