Normal serial correl

Normal_serial_correl(x, 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 library functions (Multivariate Distributions.ana)

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See Also


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