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 1.2.1 Index]