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]