Description Usage Arguments Value Author(s) See Also

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.

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

`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. |

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.

Andrew Hart and Servet Mart<ed>nez

`markov.test`

, `diid.test`

, `markov.disturbance`

spgs documentation built on July 21, 2017, 9:02 a.m.

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