ou_sim: Ornstein-Uhlenbeck simulation
In suziebrown/miniproject1:

Description Usage Arguments Value Author(s)

Simulate synthetic data from the Ornstien-Uhlenbeck model

1	ou_sim(n_obs, delta, sigma, return_states = FALSE)

`n_obs`	the number of observations (excluding initial state) to produce, i.e. the number of time steps
`delta`	drift parameter of the Ornstein-Uhlenbeck process
`sigma`	noise parameter of the Ornstein-Uhlenbeck process
`return_states`	return the hidden states as well as the noisy observations?

a vector of (n_obs + 1) observations; or if return_states = TRUE, a list containing a vector of hidden states and a corresponding vector of observations

Suzie Brown

suziebrown/miniproject1 documentation built on May 26, 2019, 9:36 a.m.