Class MARMASim

    • Constructor Detail

      • MARMASim

        public MARMASim​(MARMAModel model)
        Create an instance with the given MARMAModel.
        Parameters:
        model - the MARMA model
      • MARMASim

        public MARMASim​(MARMAModel model,
                        RandomNumberGenerator generator)
        Create an instance with the given MARMAModel, but override the innovation generation by the the given generator.
        Parameters:
        model - the MARMA model
        generator - the innovation generator
      • MARMASim

        public MARMASim​(MARMAModel model,
                        RandomNumberGenerator generator,
                        double[] initials)
        Create an instance with the given MARMAModel and initial values, but override the innovation generation by the the given generator.
        Parameters:
        model - the MARMA model
        generator - the innovation generator
        initials - the initial values of the process (\(X_{-k}, X_{-k+1}, ..., X_{-1}\))
    • Method Detail

      • getModel

        public MARMAModel getModel()
        Get the MARMA model.
        Returns:
        the MARMA model
      • seed

        public void seed​(long... seeds)
        Description copied from interface: Seedable
        Seed the random number/vector/scenario generator to produce repeatable experiments.
        Specified by:
        seed in interface Seedable
        Parameters:
        seeds - the seeds