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gen_lts_cpp

Generate Latent Time Series based on Model (Internal)

Description

Create a latent time series based on a supplied time series model.

Usage

gen_lts_cpp(N, theta, desc, objdesc)

Arguments

N

An interger containing the amount of observations for the time series.
theta

A vec containing the parameters to use to generate the model.
desc

A vector<string> containing the different model types (AR1, WN, etc..).
objdesc

A field<vec> containing the different model objects e.g. AR1 = c(1,1)

Value

A mat containing data for each decomposed and combined time series.

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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