Generate WAR(p) simulation data sets: samples simulated from a WAR(3) model similar to the specification in Section 4 of the referenced paper.
warSim()A list of:
one simulation run chosen from sample.ts.full
1000 simulation runs, each of which consists of a sample time series (of length 100) of quantile functions generated by a WAR(3) model as specified by the reference paper
the grid over which the quantile functions in sample.ts.full are evaluated
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022