nonlinearAR1.sim {RCMinification} | R Documentation |
Nonlinear AR1 Simulator
Description
This function simulates sequences of variates follow a nonlinear autoregressive order 1 process of the form z_n = g(z_n-1) + epsilon. A normal distribution is assumed for the innovations.
Usage
nonlinearAR1.sim(n, g, ...)
Arguments
n |
number of observations. |
g |
autoregression function. |
... |
any parameters that are taken by |
Author(s)
L. Han and S. Snyman
Examples
x <- nonlinearAR1.sim(50, g = function(x) x*sin(x), sd = 2.5)
ts.plot(x)
[Package RCMinification version 1.2 Index]