pyeeg.simulate.simulate_ar

pyeeg.simulate.simulate_ar(order, coefs, n, sigma=1, seed=42)

Simulate an autoregressive process of order order.

Parameters:

• order (int) – The order of the autoregressive process.

• coefs (array_like) – The coefficients of the autoregressive process. The first element is the coefficient of the lag (t-1).

• n (int) – The number of samples to simulate.

• sigma (float) – The standard deviation of the additive noise process.

Returns:

x – The simulated time series. Shape (n,).

Return type:

array_like