Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

GenSeries

Generates An AR1 Time Series


Description

This function generates AR1 processes containing n data points, where alpha is the autocorrelation at lag 1, and the mean and standard deviation are specified by the mean and std arguments.

Usage

GenSeries(n, alpha, mean, std)

Arguments

n

Length of the timeseries to be generated.

alpha

Autocorrelation at lag 1.

mean

Mean of the data.

std

Standard deviation of the data.

Value

AR1 timeseries.

Author(s)

History:
0.1 - 2012-04 (L. Auger, ludovic.auger@meteo.fr) - Original code
1.0 - 2012-04 (N. Manubens, nicolau.manubens@ic3.cat) - Formatting to CRAN

Examples

series <- GenSeries(1000, 0.35, 2, 1)
plot(series, type = 'l')

s2dverification

Set of Common Tools for Forecast Verification

v2.10.0
Apache License 2.0
Authors
BSC-CNS [aut, cph], Virginie Guemas [aut], Nicolau Manubens [aut], An-Chi Ho [ctb, cre], Nuria Perez-Zanon [ctb], Javier Garcia-Serrano [aut], Neven Fuckar [aut], Louis-Philippe Caron [aut], Omar Bellprat [aut], Luis Rodrigues [aut], Veronica Torralba [aut], Alasdair Hunter [aut], Chloe Prodhomme [aut], Martin Menegoz [aut], Domingo Manubens [ctb], Constantin Ardilouze [ctb], Lauriane Batte [ctb], Fabian Lienert [ctb], Julia Giner [ctb], Jean-Philippe Baudouin [ctb], Nube Gonzalez [ctb], Ludovic Auger [ctb], Nicola Cortesi [ctb], Eleftheria Exarchou [ctb], Ruben Cruz [ctb], Isabel Andreu-Burillo [ctb], Ramiro Saurral [ctb]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.