ar1_sim_cpp: Simulate from a stationary Gaussian AR(1) process.
Description
Simulate from a stationary Gaussian AR(1) process at n consecutive
time points.
Usage
ar1_sim_cpp(n, rho, sigma)
Arguments
n
The number of timepoints to simulate for.
rho
A real number strictly less than 1 in absolute value.
Value
A vector of length n with the process values.