Difference between revisions of "Normal serial correl"

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= Normal_serial_correl(x,r,i) =
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== Normal_serial_correl(x, r, i) ==
 
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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.)
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.)
 
 
 
= Library =
 
  
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== Library ==
 
Multivariate Distributions.ana
 
Multivariate Distributions.ana
  
= See Also =
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== See Also ==
 
 
 
* [[Dist_serial_correl]]
 
* [[Dist_serial_correl]]
 
* [[Normal_additive_growth]]
 
* [[Normal_additive_growth]]
 
* [[Normal_compound_gro]]
 
* [[Normal_compound_gro]]
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* [[Multivariate distributions]]

Revision as of 02:24, 28 January 2016


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.)

Library

Multivariate Distributions.ana

See Also

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