simts (version 0.2.2)

gen_bi: Generate Bias-Instability Process

Description

This function allows to generate a non-stationary bias-instability process.

Usage

gen_bi(sigma2, n_total, n_block, title = NULL, seed = 135, ...)

Value

A vector containing the bias-instability process.

Arguments

sigma2

A double value for the variance parameter \(\sigma ^2\).

n_total

An integer indicating the length of the simulated bias-instability process.

n_block

An integer indicating the length of each block of the bias-instability process.

title

A string defining the name of the time series data.

seed

An integer defined for simulation replication purposes.

...

Additional parameters.

Author

Yuming Zhang

Examples

Xt = gen_bi(sigma2 = 1, n_total = 1000, n_block = 10)
plot(Xt)

Yt = gen_bi(sigma2 = 0.8, n_total = 800, n_block = 20,
title = "non-stationary bias-instability process")
plot(Yt)