corrdt(timeslab)R Documentation

Simulate Data Having Specified Autocorrelations

Description

Simulate Data Having Specified Autocorrelations

Usage

corrdt(rho,r0,n,seed=0)

Arguments

rho Array containing autocorrelations..
r0 Real scalar containing the variance of the process $(>0)$.
n Length of the desired realization.
seed Real scalar containing the seed for the random number generator.

Value

corrdt returns a realization of length {n} from a Gaussion process having variance {ro} and autocorrelations {rho}


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