

corrdt(timeslab)                             R Documentation

_S_i_m_u_l_a_t_e _D_a_t_a _H_a_v_i_n_g _S_p_e_c_i_f_i_e_d _A_u_t_o_c_o_r_r_e_l_a_t_i_o_n_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Simulate Data Having Specified Autocorrelations

_U_s_a_g_e_:

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

_A_r_g_u_m_e_n_t_s_:

     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.

_V_a_l_u_e_:

  corrdt: returns a realization of length {`n'} from a Gaus-
          sion process having variance {`ro'} and autocorre-
          lations {`rho'}

