Struct ArmaSim 

pub struct ArmaSim<'a> {
    pub phi: &'a [f64],
    pub theta: &'a [f64],
    pub innovations: Innovations,
    pub additive_outliers: Option<Contamination>,
    pub obs_noise_sd: f64,
    pub burn_in: usize,
}

A simulation design: ARMA(φ, θ) plus the perturbations the benchmark needs.

Fields

phi: &'a [f64]

theta: &'a [f64]

innovations: Innovations

additive_outliers: Option<Contamination>

Applied to the observed series, after generation.

obs_noise_sd: f64

Standard deviation of Gaussian measurement noise added to the observed series (0 = none).

burn_in: usize

Transient discarded at the start.

Implementations

impl ArmaSim<'_>

pub fn simulate(&self, n: usize, seed: u64) -> Result<Vec<f64>>

Simulate n observations. Draw order is fixed (innovations first, then one uniform per observation for outliers plus a sign when one fires, then one normal per observation if obs_noise_sd > 0), so results are reproducible for a given seed whatever the configuration.

Trait Implementations

impl<'a> Clone for ArmaSim<'a>

fn clone(&self) -> ArmaSim<'a>

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'a> Copy for ArmaSim<'a>

impl<'a> Debug for ArmaSim<'a>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for ArmaSim<'static>

fn default() -> Self

Returns the “default value” for a type.