gen.geg.wge: Function to generate a Gegenbauer realization
Description
This function calls macoef.wge
Usage
gen.geg.wge(n, u, lambda, trun = 300000, vara=1 ,sn = 0)
Value
This function generates a Gegenbauer realization
Arguments
n
the realization length to be generated
u
Parameter u in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text
lambda
Parameter lambda in the Gegenbauer model given in (11.12) of Woodward, Gray, and Elliott text
trun
the truncation point of the infinite GLP form
vara
White noise variance, default=1
sn
determines the seed used in the simulation. sn=0 produces new/random realization each time. sn=positive integer produces same realization each time
Author
Wayne Woodward
Details
This function is called by gen.garma.wge and does not have a burn-in time. Thus, we recommend using est.garma.wge for generating realizations from a Gegenbauer model.
References
"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott