data.gen.affine {synthesis}

Generate an affine error model.

Description

Generate an affine error model.

Usage

data.gen.affine(nobs, a = 0, b = 1, ndim = 3, mu = 0, sd = 1)

Arguments

nobs

The data length to be generated.

a

intercept

b

slope

ndim

The number of potential predictors (default is 9).

mu

mean of error term

sd

standard deviation of error term

Value

A list of 2 elements: a vector of response (x), and a matrix of potential predictors (dp) with each column containing one potential predictor.

References

McColl, K. A., Vogelzang, J., Konings, A. G., Entekhabi, D., Piles, M., & Stoffelen, A. (2014). Extended triple collocation: Estimating errors and correlation coefficients with respect to an unknown target. Geophysical Research Letters, 41(17), 6229-6236. doi:10.1002/2014gl061322

Examples

# Affine error model from paper with 3 dummy variables
data.affine<-data.gen.affine(500)
plot.ts(cbind(data.affine$x,data.affine$dp))