simulateAutoCorrelatedUncertainty | R Documentation |
Simulate uncertainty in a dataset given an estimate of standard deviation and an ARIMA model
simulateAutoCorrelatedUncertainty(
n,
sd,
mean = 0,
ar = sqrt(0.5),
arima.order = c(1, 0, 0),
seed = NA
)
n |
length of output vector |
sd |
standard deviation of the output vector |
mean |
mean of the output vector |
ar |
Autocorrelation coefficient to use for modelling uncertainty, what fraction of the uncertainties are autocorrelated? (default = sqrt(0.5); or 50 percent autocorrelated uncertainty) |
arima.order |
Order to use for ARIMA model used in modelling uncertainty (default = c(1,0,0)) |
seed |
Optionally enter an integer to set a seed for the random number generation |
ts simulated from a from an ARIMA model with a defined mean and variance
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.