irregulAR1 (version 1.0.0)

ar1_sim_irregular: Simulate from a stationary Gaussian AR(1) process at irregular times.

Description

Simulate from a stationary Gaussian AR(1) process at irregular times.

Usage

ar1_sim_irregular(times, rho, sigma, mu = 0)

Arguments

times

The time points to simulate for.

rho

A real number strictly less than 1 in absolute value.

sigma

A positive real number.

mu

A vector of expected values with length length(times), or a scalar (default equal to 0).

Value

A vector of length n with the process values.

Examples

# NOT RUN {
times <- c(3, 5:7, 10)
rho <- 0.5
sigma <- 1
mu <- seq_along(times)
ar1_sim_irregular(times, rho, sigma)
ar1_sim_irregular(times, rho, sigma, mu)
# }