gen_sin: Generate a Sinusoidal Process given alpha^2 and beta.
In simts: Time Series Analysis Tools
gen_sin R Documentation
Generate a Sinusoidal Process given \alpha^2 and \beta.
Description
Simulates a Sinusoidal Process Process with parameter \alpha^2 and \beta
Usage
gen_sin(N, alpha2 = 9e-04, beta = 0.06, U = 1)
Arguments
N
An integer for signal length.
alpha2
A double that contains the squared amplitude parameter alpha2.
beta
A double that contains the angular frequency parameter beta.
Value
sn A vec containing the sinusoidal process.
Generation Algorithm
The function first generates a initial cycle oscillation at t=0 from a Uniform law with parameter a = 0 and b = 2 * pi
and then compute the signal from its definition
X_t = \alpha \sin(\beta t + U)
.
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| gen_sin | R Documentation |
Generate a Sinusoidal Process given \alpha^2 and \beta.
Description
Simulates a Sinusoidal Process Process with parameter \alpha^2 and \beta
Usage
gen_sin(N, alpha2 = 9e-04, beta = 0.06, U = 1)
Arguments
N |
An |
alpha2 |
A |
beta |
A |
Value
sn A vec containing the sinusoidal process.
Generation Algorithm
The function first generates a initial cycle oscillation at t=0 from a Uniform law with parameter a = 0 and b = 2 * pi and then compute the signal from its definition
X_t = \alpha \sin(\beta t + U)
.
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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