| IARgsample {iAR} | R Documentation |
Simulate from an IAR-Gamma Model
Description
Simulates an IAR-Gamma Time Series Model.
Usage
IARgsample(phi, st, n = 100L, sigma2 = 1L, mu = 1L)
Arguments
phi |
A coefficient of IAR-Gamma model. A value between 0 and 1. |
st |
Array with observational times. |
n |
Length of the output time series. A strictly positive integer. |
sigma2 |
Scale parameter of the IAR-Gamma process. A positive value. |
mu |
Level parameter of the IAR-Gamma process. A positive value. |
Value
A list with the following components:
y Array with simulated IAR-Gamma process.
st Array with observation times.
References
Eyheramendy S, Elorrieta F, Palma W (2018). “An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.” Monthly Notices of the Royal Astronomical Society, 481(4), 4311–4322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.
See Also
Examples
n=100
set.seed(6714)
st<-gentime(n)
y<-IARgsample(phi=0.9,st=st,n=n,sigma2=1,mu=1)
plot(st,y$y,type='l')
hist(y$y,breaks=20)