Construct feasible Random Noise Generating a Bernoulli Process

Description

Produces a sequence of random noise which would generate an observed sequence of finite symbols provided that the sequence of symbols results from a Bernoulli process.

Usage

1
diid.disturbance(x, random = TRUE,  estimates = FALSE)

Arguments

x

A sequence of finite symbols represented as a character vector.

random

This can be a logical value or a number in the range 0-1. If TRUE, random noise will be generated. If FALSE, the constant value 0.5 will be used as the noise source. If a value in the range 0-1 is specified, that value will be used as a constant noise source. the default value is TRUE.

estimates

A logical value specifying if the distribution estimated for the Bernoulli process should be included in the return.

Value

If estimates is TRUE, returns a list containing the following components:

disturbance

the sequence of random noise as a numeric vector.

stat.dist

The stationary distribution estimated from x.

Otherwise, if estimate is FALSE, returns the sequence of random noise as a numeric vector.

Author(s)

Andrew Hart and Servet Mart<ed>nez

See Also

markov.test, diid.test, diid.disturbance

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