randSN: Standard normal errors using box Muller
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
randSN R Documentation
Standard normal errors using box Muller
Description
This function generates uncorrelated standard normal processes using box Muller method.
Usage
randSN(n, q)
Arguments
n
Integer determining the length of the process to be simulated
q
Integer determining the number of processes to be simulated
Value
A (T x q) matrix of standard normal distributed errors
roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.
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| randSN | R Documentation |
Standard normal errors using box Muller
Description
This function generates uncorrelated standard normal processes using box Muller method.
Usage
randSN(n, q)
Arguments
n |
Integer determining the length of the process to be simulated |
q |
Integer determining the number of processes to be simulated |
Value
A (T x q) matrix of standard normal distributed errors
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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