Simulate a lattice AR(1) process

Generates one realisation from an autoregressive process on an \(N \times M\) lattice by using the Wold-weight deconstruction.

Usage

gridAR(N, M, phi_1, phi_2, phi_3, phi_4 = NULL, wold_size = 50)

Arguments

N

Integer number of rows.

M

Integer number of columns.

phi_1

Horizontal autoregressive coefficient.

phi_2

Vertical autoregressive coefficient.

phi_3

Diagonal autoregressive coefficient.

phi_4

Optional additional diagonal coefficient. If `NULL` or `0` the quarter-plane kernel is used.

wold_size

Size of the Wold-weight lattice, defaults to 50.

Value

Numeric matrix with `N` rows and `M` columns.

Examples

set.seed(1)
x <- gridAR(25, 25, 0.8, 0.1, 0.05)
image(x)