modelAD {ConNEcT}

Generate data with model-based approach accounting for auto-dependence

Description

This function generates a new time serie that is similar to the original one in relative frequency and auto-dependence, by drawing samples time point per time point from a Bernoulli distribution with the different conditional probabilities as parameter, depending on the state of the previous time point.

Usage

modelAD(vec)

Arguments

vec

Time series vector

Value

Time series vector that is similar to the original one in relative frequency and auto-dependence

Examples

ts=rep(c(1,1,1,1,1,0,0,0,0,0),15)
modelAD(ts)