gen_lts_cpp {simts} | R Documentation |
Generate Latent Time Series based on Model (Internal)
Description
Create a latent time series based on a supplied time series model.
Usage
gen_lts_cpp(N, theta, desc, objdesc)
Arguments
N |
An interger containing the amount of observations for the time series.
|
theta |
A vec containing the parameters to use to generate the model.
|
desc |
A vector<string> containing the different model types (AR1, WN, etc..).
|
objdesc |
A field<vec> containing the different model objects e.g. AR1 = c(1,1)
|
Value
A mat
containing data for each decomposed and combined time series.
[Package
simts version 0.2.2
Index]