simul_zinarp {ZINARp} | R Documentation |
Sample Generator for ZINAR(p)
Description
This function generates a realization of a ZINAR(p) process.
Usage
simul_zinarp(n, alpha, lambda, pii = 0)
Arguments
n |
The length of the simulated chain. |
alpha |
The p-dimensional vector (in which p is the process order) of alpha values, the probabilities of an element remaining in the process.All alpha elements must be in [0,1] and their sum must be smaller than 1. |
lambda |
The Poisson rate parameter. Must be greater than zero. |
pii |
The probability of a structural zero (i.e., ignoring the Poisson distribution) under ZIP innovation sequences. Defaults to 0, following a standard Poisson. |
Value
Returns a numeric vector representing a realization of an INAR/ZINAR(p) process.
References
Garay, Aldo M., Francyelle L. Medina, Celso RB Cabral, and Tsung-I. Lin. "Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations." Journal of Statistical Computation and Simulation 90, no. 11 (2020): 1943-1964.
Garay, 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.