centered.process: Create a Centered Random Process

In synfd: Synthesize Dense or Sparse Functional Data/Snippets

Description

Create a Centered Random Process

Usage

centered.process(
  name = c("WIENER", "WHITE.NOISE", "KL", "KARHUNEN.LOEVE", "GAUSSIAN"),
  domain = c(0, 1),
  ...
)

Arguments

name	name of the process.
domain	domain where the process is defined.
...	other parameters required to define the process: dispersion required by Wiener process sig required by white noise process eigen.values required by process defined via K-L representation eigen.functions required by process defined via K-L representation distribution the distribution of PC scores, required by process defined via K-L representation

Value

a function hanlde in the form of X(tObs,n) which generates n independent trajectories observed at tObs

Examples

X <- centered.process(name='wiener',dispersion=1)
X <- centered.process(name='white.noise',sig=1)
X(regular.grid(50),25)

synfd documentation built on July 1, 2020, 6:04 p.m.