corrdt(timeslab) | R Documentation |
Simulate Data Having Specified Autocorrelations
corrdt(rho,r0,n,seed=0)
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. |
corrdt |
returns a realization of length {n } from a
Gaussion process having variance {ro } and autocorrelations {rho } |