Normal additive growth

Normal_additive_gro(x, m, s, r, i)

Generates an array over index «i» of normal distributions with mean «m», standard deviation «s», and correlation «r» between successive values over index «i».

You can give each distribution a different mean and/or standard deviation if «m» and/or «s» are arrays indexed by «i». If «r» is indexed by «i», r[i = k] specifies the correlation between result[i = k] and result[i = k - 1]. (Then the first correlation, slice(r, i, 1) is ignored.)


Multivariate Distributions.ana

See Also


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