generate_far1 {fChange} | R Documentation |
Generate FAR(1) Data
Description
Function to generate data according to FAR(1) process.
Usage
generate_far1(N, resolution, sd = 1, dependence = 1/2, drop_first = FALSE)
Arguments
N |
Numeric for the number of observations. |
resolution |
Numeric for resolution of data or a vector specifying the observation points. |
sd |
Numeric for standard deviation with Brownian motion. |
dependence |
Numeric which indicates the dependence on the previous curve. |
drop_first |
Booolean if first values should be dropped so the data varies at the first rather than starting at 0 (given that is the observed first point). Note this will affect the resolution observed. |
Value
dfts object of the data.
Examples
res <- generate_far1(20, 10)
[Package fChange version 2.1.0 Index]