simulateAutoCorrelatedUncertainty: simulateAutoCorrelatedUncertainty

In nickmckay/compositeR: A Package to Create Paleoclimate Composite Records

simulateAutoCorrelatedUncertainty

Description

generate synthetic timeseries

Usage

simulateAutoCorrelatedUncertainty(
  sd,
  n,
  mean = 0,
  ar = sqrt(0.5),
  arima.order = c(1, 0, 0)
)

Arguments

sd	standard deviation of the output vector
n	length of 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))

Value

ts simulated from a from an ARIMA model with a defined mean and variance

nickmckay/compositeR documentation built on Aug. 16, 2024, 5:37 p.m.