armaGen

Generate an autoregressive moving-average time series model

Routines for astrochronologic testing, astronomical time scale construction, and time series analysis <doi:10.1016/j.earscirev.2018.11.015>. Also included are a range of statistical analysis and modeling routines that are relevant to time scale development and paleoclimate analysis.

Stephen Meyers

astrochron

A Computational Tool for Astrochronology

Alberto Malinverno

Linda Hinnov

Christian Zeeden

Huaran Liu

Vincent Moron

Michel Crucifix

armaGen function

<dl> <dt>npts</dt>
<dd>Number of time series data points.</dd> <dt>dt</dt>
<dd>Sampling interval.</dd> <dt>m</dt>
<dd>Mean value of final time series.</dd> <dt>std</dt>
<dd>Standard deviation of final time series.</dd> <dt>rhos</dt>
<dd>Vector of AR coefficients for each order.</dd> <dt>thetas</dt>
<dd>Vector of MA coefficients for each order.</dd> <dt>genplot</dt>
<dd>Generate summary plots? (T or F)</dd> <dt>verbose</dt>
<dd>Verbose output? (T or F)</dd></dl>

Arguments

Generate autoregressive moving-average model — armaGen

<dl>

 <dt>npts</dt>
<dd>Number of time series data points.</dd>

 <dt>dt</dt>
<dd>Sampling interval.</dd>

 <dt>m</dt>
<dd>Mean value of final time series.</dd>

 <dt>std</dt>
<dd>Standard deviation of final time series.</dd>

 <dt>rhos</dt>
<dd>Vector of AR coefficients for each order.</dd>

 <dt>thetas</dt>
<dd>Vector of MA coefficients for each order.</dd>

 <dt>genplot</dt>
<dd>Generate summary plots? (T or F)</dd>

 <dt>verbose</dt>
<dd>Verbose output? (T or F)</dd>

</dl>

armaGen: Generate autoregressive moving-average model

Description

Usage

Arguments