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.


[Package ZINARp version 0.1.0 Index]