Generates a lag one auto-regressive time series, where the first and last values are fixed. Marginal expected value is zero and variance is one. Generated values have a normal conditional distribution.
genmissing(X1, XN, rho, N)genmissing numeric vector of length N, conditioned on the first value (X1) and last value (XN) with the specified lag one autocorrelation in the limit (where N is large) the values are normal with mean 0 and variance 1
value before the gap
value after the gap
the lag one autocorrelation
the length of the sequence including X1 and XN. It is two more than the gap length
Tim Cohn