gen_wn: Generate a white noise process

Description Usage Arguments Value Examples

Description

Generates a white noise process with variance parameter sigma.

Usage

1
gen_wn(N, sigma2 = 1)

Arguments

N

An integer for signal length.

sigma2

A double that contains process variance.

Value

wn A vec containing the white noise.

Examples

1
gen_wn(10, 1.5)

gmwm documentation built on April 14, 2017, 4:38 p.m.