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Any ideas how to simulate a Gaussian stationary process in R language using predefined variance and mean?

I have a uni-variate normal distribution for my real life process

Thank you

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- Thread starter Mark J.
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- #1

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Any ideas how to simulate a Gaussian stationary process in R language using predefined variance and mean?

I have a uni-variate normal distribution for my real life process

Thank you

- #2

mathman

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- #3

chiro

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In R, you should use output = rnorm(n,mean,standard_deviation) to simulate from a normal distribution with n observations given those probabilities (you will get a random vector of size n from this distribution).

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