Description Usage Arguments Details Value See Also Examples
dgp.fiid function generates iid functional curve data following the Ornstein–Uhlenbeck process.
1 | dgp.fiid(grid_point, N)
|
grid_point |
The number of grid point in each curve observation. |
N |
The sample size. |
x_i(t)=e^{-t/2}W_i(e^t), t \in [0,1],
where W_i(t) is a standard Brownian Motion.
A (grid_point) x (number of observations) matrix for iid sequences, where the finite realization of curves are stored in columns.
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