gen_fgn: Generate a Fractional Gaussian noise given sigma^2 and H.
In simts: Time Series Analysis Tools
gen_fgn R Documentation
Generate a Fractional Gaussian noise given \sigma^2 and H.
Description
Simulates a Fractional Gaussian noise given \sigma^2 and H.
Usage
gen_fgn(N, sigma2 = 1, H = 0.9)
Arguments
N
An integer for signal length.
sigma2
A double.
H
A double.
Value
fgn A vec containing the Fractional Gaussian noise process.
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| gen_fgn | R Documentation |
Generate a Fractional Gaussian noise given \sigma^2 and H.
Description
Simulates a Fractional Gaussian noise given \sigma^2 and H.
Usage
gen_fgn(N, sigma2 = 1, H = 0.9)
Arguments
N |
An |
sigma2 |
A |
H |
A |
Value
fgn A vec containing the Fractional Gaussian noise process.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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