wnoise {timsac} | R Documentation |
Genetate approximately Gaussian vector white noise.
wnoise(len, perr, plot=TRUE)
len |
length of white noise record. |
perr |
prediction error. |
plot |
logical. If TRUE (default) white noises are plotted. |
wnoise
gives white noises.
H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control of Dynamic Systems. Kluwer Academic publishers.
# 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 )