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.)

Library

Multivariate Distributions.ana

See Also

• Dist_serial_correl
• Normal_additive_growth
• Normal_compound_gro