| rMaxAR {texmex} | R Documentation |
Extreme Value random process generation.
Description
Extreme Value random process generation.
Usage
rMaxAR(n,theta)
Arguments
n |
Number of samples to generate. |
theta |
Parameter of the MAX AR process, takes values between 0 and 1. |
Details
Generation of samples from Max AR(theta) processes.
Examples
rMaxAR(1000,0.2)
[Package texmex version 2.4.9 Index]