genmissing {EGRET} | R Documentation |
genmissing
Description
Generates a lag one auto-regressive time series, where the first and last values are fixed. Marginal expected value is zero and variance is one. Generated values have a normal conditional distribution.
Usage
genmissing(X1, XN, rho, N)
Arguments
X1 |
value before the gap |
XN |
value after the gap |
rho |
the lag one autocorrelation |
N |
the length of the sequence including X1 and XN. It is two more than the gap length |
Value
genmissing numeric vector of length N, conditioned on the first value (X1) and last value (XN) with the specified lag one autocorrelation in the limit (where N is large) the values are normal with mean 0 and variance 1
Author(s)
Tim Cohn
[Package EGRET version 3.0.9 Index]