NewVAReventRealization

A VAR model represented by a <code>varest</code> object as returned by <code><a rd-options="" href="/link/getVARmodel?package=RMAWGEN&version=1.3.7" data-mini-rdoc="RMAWGEN::getVARmodel">getVARmodel</a></code> or <code><a rd-options="" href="/link/VAR?package=RMAWGEN&version=1.3.7" data-mini-rdoc="RMAWGEN::VAR">VAR</a></code>

previous status of the random variable

xprev

uncorrelated or white noise (residual). Default is <code>rnorm(length(xprev))</code> (or <code>rnorm(ncol(B)</code>)

noise

vector containing the values of the "exogen" variables (predictor) for the generation

exogen

matrix of coefficients for the vectorial white-noise component

Generates a new realization of a VAR model

S3 and S4 functions are implemented for spatial multi-site
stochastic generation of daily time series of temperature and
precipitation. These tools make use of Vector AutoRegressive models (VARs).
The weather generator model is then saved as an object and is calibrated by
daily instrumental "Gaussianized" time series through the 'vars' package
tools. Once obtained this model, it can it can be used for weather
generations and be adapted to work with several climatic monthly time
series.

Emanuele Cordano

RMAWGEN

Multi-Site Auto-Regressive Weather GENerator

NewVAReventRealization function

<dl><dt>var</dt>
<dd>A VAR model represented by a <code>varest</code> object as returned by <code>getVARmodel</code> or <code>VAR</code></dd>
<dt>xprev</dt>
<dd>previous status of the random variable</dd>
<dt>noise</dt>
<dd>uncorrelated or white noise (residual). Default is <code>rnorm(length(xprev))</code> (or <code>rnorm(ncol(B)</code>)</dd>
<dt>exogen</dt>
<dd>vector containing the values of the "exogen" variables (predictor) for the generation</dd>
<dt>B</dt>
<dd>matrix of coefficients for the vectorial white-noise component</dd></dl>

Arguments

Author

Generates a new realization of a VAR model — NewVAReventRealization

<dl>

<dt>var</dt>
<dd>A VAR model represented by a <code>varest</code> object as returned by <code>getVARmodel</code> or <code>VAR</code></dd>


<dt>xprev</dt>
<dd>previous status of the random variable</dd>


<dt>noise</dt>
<dd>uncorrelated or white noise (residual). Default is <code>rnorm(length(xprev))</code> (or <code>rnorm(ncol(B)</code>)</dd>


<dt>exogen</dt>
<dd>vector containing the values of the "exogen" variables (predictor) for the generation</dd>


<dt>B</dt>
<dd>matrix of coefficients for the vectorial white-noise component</dd>

</dl>

NewVAReventRealization: Generates a new realization of a VAR model

Description

Usage

Value

Arguments

Author

See Also