BAR1

Notedocblock 
BAR1(n, ρ, μ, α, β, parpi, dist, add_noise)

Binomial AutoRegressive process of order 1.

The BAR(1) model is a two-state process (0 and 1) that can be extended to model counts up to n. The process maintains a stationary mean μ through its construction.

Fields

  • n::Int64: The maximum count (the ‘n’ parameter of the underlying Binomial distribution).
  • ρ::Float64: The persistence/correlation parameter of the process.
  • μ::Float64: The stationary mean of the process.
  • α::Float64: Calculated internal parameter related to \(\rho\) and \(\mu\).
  • β::Float64: Calculated internal parameter related to \(\rho\) and \(\mu\).
  • parpi::Float64: The probability \(\pi = \mu/n\).
  • dist::Nothing: Placeholder, as the innovation distribution is implicitly Binomial/Bernoulli via the structure.
  • add_noise::Bool: Flag to add small noise.
Notedocblock 
BAR1(n, rho, mu, add_noise)

Convenience constructor for a BAR1 process.

Calculates the internal parameters α and β from the provided parameters n, rho, and mu.