KSLCore/ksl.utilities.random.rvariable/AR1NormalRV/AR1NormalRV

AR1NormalRV

constructor(mean: Double = 0.0, variance: Double = 1.0, lag1Corr: Double = 0.0, streamNum: Int)

Creates an autoregressive order 1 normal process

Parameters

mean

the mean of the process

variance

the variance of the process

lag1Corr

the lag-1 correlation for the process

streamNum

the stream number

constructor(mean: Double = 0.0, variance: Double = 1.0, lag1Corr: Double = 0.0, stream: RNStreamIfc = KSLRandom.nextRNStream(), name: String? = null)

Parameters

mean

the mean of the process

variance

the variance of the process

lag1Corr

the lag-1 correlation for the process

stream

the random number stream