wnoise {timsac} | R Documentation |
White Noise Generator
Description
Genetate approximately Gaussian vector white noise.
Usage
wnoise(len, perr, plot=TRUE)
Arguments
len |
length of white noise record. |
perr |
prediction error. |
plot |
logical. If TRUE (default) white noises are plotted. |
Value
wnoise gives white noises. |
|
References
H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control
of Dynamic Systems. Kluwer Academic publishers.
Examples
# Example 1
wnoise(len=100, perr=1)
# Example 2
v <- matrix(c(1, 0, 0,
0, 2, 0,
0, 0, 3),3,3,byrow=TRUE)
wnoise(len=20, perr=v )
[Package
timsac version 1.1.3
Index]