simulate data from a second order random walk

simulate data from a second order random walk

simulate_iid(sigma = NULL, tau = NULL, n_sim = 1000)

Arguments

sigma	the standard deviation of the random intercept
tau	the precision of the random intercept
n_sim	the number of simulations

Value

a data.frame with simulated time series from the random walk

See also

Other priors: plot.sim_iid, plot.sim_rw, select_change, select_divergence, select_poly, select_quantile, simulate_rw

Examples

set.seed(20181202)
x <- simulate_iid(sigma = 0.25)
head(x)
#> [1]  0.2755105  0.5170407 -0.2154170  0.2174818 -0.1355100 -0.6244620