taxi.sim.FM {tensorTS}R Documentation

Simulate taxi data by factor models

Description

Simulate tensor time series by factor models, using estimated coefficients by taxi data.

Usage

taxi.sim.FM(t, print.tar.coef=FALSE, print.loading=FALSE, seed=216)

Arguments

t

length of output series.

print.tar.coef

print coefficients used for simulation, default FALSE.

print.loading

print loading matrices used for simulation, default FALSE.

seed

random seed.

Value

A tensor-valued time series of dimension (4,4,3).

See Also

taxi.sim.AR

Examples

xx = taxi.sim.FM(t=252)

[Package tensorTS version 1.0.2 Index]