## ----setup, include=FALSE----------------------------------------------------- knitr::opts_chunk$set( fig.width = 10, fig.height = 6, fig.align = "center" ) ## ----------------------------------------------------------------------------- library(gmwmx2) set.seed(123) ## ----------------------------------------------------------------------------- model_wn <- wn(sigma2 = 1) series_wn <- generate(model_wn, n = 500) plot(series_wn) ## ----------------------------------------------------------------------------- head(series_wn$series) ## ----------------------------------------------------------------------------- model_ar1 <- ar1(phi = 0.8, sigma2 = 1) series_ar1 <- generate(model_ar1, n = 500) plot(series_ar1) ## ----------------------------------------------------------------------------- model_pl <- pl(kappa = 0.3, sigma2 = 1) series_pl <- generate(model_pl, n = 500) plot(series_pl) ## ----------------------------------------------------------------------------- model_matern <- matern(sigma2 = 1, lambda = 1, alpha=1) series_matern <- generate(model_matern, n = 500) plot(series_matern) ## ----------------------------------------------------------------------------- model_rw <- rw(sigma2 = 0.1) series_rw <- generate(model_rw, n = 500) plot(series_rw) ## ----------------------------------------------------------------------------- model_fl <- flicker(sigma2 = 1) series_fl <- generate(model_fl, n = 500) plot(series_fl) ## ----------------------------------------------------------------------------- model_wn <- wn(sigma2 = 1) set.seed(1234) series_a <- generate(model_wn, n = 100) series_b <- generate(model_wn, n = 100, seed = 1234) series_c <- generate(model_wn, n = 100, seed = 4321) all.equal(series_a$series, series_b$series) all.equal(series_a$series, series_c$series) ## ----------------------------------------------------------------------------- model_wn_ar1 <- wn(sigma2 = 1) + ar1(phi = 0.8, sigma2 = 0.5) class(model_wn_ar1) series_wn_ar1 <- generate(model_wn_ar1, n = 500) plot(series_wn_ar1) ## ----------------------------------------------------------------------------- names(series_wn_ar1)