simulate_iid_brownian_motion {fdaACF} | R Documentation |
Simulate a FTS from a brownian motion process
Description
Generate a functional time series from a Brownian Motion process.
Each functional observation is discretized in the points
indicated in v
. The series obtained is i.i.d.
and does not exhibit any kind of serial correlation
Usage
simulate_iid_brownian_motion(N, v = seq(from = 0, to = 1, length.out =
100), sig = 1)
Arguments
N |
The number of observations of the simulated data. |
v |
Discretization points of the curves, by default
|
sig |
Standard deviation of the Brownian Motion process,
by default |
Value
Return the simulated functional time series as a matrix.
Examples
N <- 100
v <- seq(from = 0, to = 1, length.out = 20)
sig <- 2
bmotion <- simulate_iid_brownian_motion(N, v, sig)
matplot(v,t(bmotion), type = "l", xlab = "v", ylab = "Value")
[Package fdaACF version 1.0.0 Index]