SIM_ZINAR {ZINAR1}

Simulate values for ZINAR(1)

Description

This function generates realizations of a ZINAR(1) process.

Usage

SIM_ZINAR(n, alpha, rho, th, innovation)

Arguments

n

Number of realizations of the ZINAR(1) process.

alpha

The probability of an element remaining in the process. The parameter alpha must be in [0,1].

rho

The probability of the innovation be from the state zero. The parameter rho must be in [0,1].

th

Is equal the value of the parameter lambda, if the innovations follow a Zero-Inflated Poisson (ZIP) distribution, and is a vector containing the values of the parameters (mu,phi), if the innovations follow a Zero-Inflated Negative Binomial (ZINB) or Zero-Inflated Inverse Gaussian (ZIPIG) distribution.

innovation

Must be "Po" if Poisson, "NB" if Negative binomial or "GI" if Gaussian inverse.

Value

Returns a numeric vector representing a realization of a ZINAR(1) process.

References

Aldo M.; Medina, Francyelle L.; Jales, Isaac C.; Bertail, Patrice. First-order integer valued AR processes with zero-inflated innovations. Cyclostationarity: Theory and Methods, Springer Verlag - 2021, v. 1, p. 19-40.

Examples

# Simulates values for ZIPInar1 model and estimate its parameters.

set.seed(5)

model = "zinar"
innv = "Po"
y = SIM_ZINAR(n = 500,alpha = 0.3,rho = 0.5,th = 3,innovation = innv)
ZIPInar1 = EST_ZINAR(y,model=model,innovation=innv,desc = TRUE)