SimAR1Poisson {MixedIndTests}

Simulation of a AR(1) Poisson process

Description

Conditionally on the past, X[t] is Poisson with lambda[t] = a+bX[t-1]

Usage

SimAR1Poisson(param, n)

Arguments

param

Param[1] = a>0, param[2] = b, 0<=b <1 (for stationarity)

n

Length of the series.

Value

X

Simulated series

Examples

data <- SimAR1Poisson(c(5,0.4),500)