IARtsample {iAR}

Simulate from an IAR-T Model

Description

Simulates an IAR-T Time Series Model.

Usage

IARtsample(n, phi, st, sigma2 = 1, nu = 3)

Arguments

n

Length of the output time series. A strictly positive integer.

phi

A coefficient of IAR-T model. A value between 0 and 1.

st

Array with observational times.

sigma2

Scale parameter of the IAR-T process. A positive value.

nu

degrees of freedom.

Value

A list with the following components:

• y Array with simulated IAR-t 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

gentime

Examples

n=300
set.seed(6714)
st<-gentime(n)
y<-IARtsample(n,0.9,st,sigma2=1,nu=3)
plot(st,y$y,type='l')
hist(y$y,breaks=20)