AR1Normal
class AR1NormalRV @JvmOverloads constructor(val mean: Double = 0.0, val variance: Double = 1.0, val lag1Corr: Double = 0.0, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider, name: String? = null) : ParameterizedRV(source)
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
stream
the random number stream number, defaults to 0, which means the next stream
stream
the provider of random number streams, defaults to KSLRandom.DefaultRNStreamProvider
name
an optional name