AR1NormalRV

constructor(mean: Double = 0.0, variance: Double = 1.0, lag1Corr: Double = 0.0, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null)

Parameters

mean

the mean of the process

variance

the variance of the process

lag1Corr

the lag-1 correlation for the process

streamNum

the random number stream number, defaults to 0, which means the next stream

streamProvider

the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider

name

an optional name