Description Usage Arguments Value Examples
Create a Centered Random Process
1 2 3 4 5 | centered.process(
name = c("WIENER", "WHITE.NOISE", "KL", "KARHUNEN.LOEVE", "GAUSSIAN"),
domain = c(0, 1),
...
)
|
name |
name of the process. |
domain |
domain where the process is defined. |
... |
other parameters required to define the process:
|
a function hanlde in the form of X(tObs,n)
which generates n
independent trajectories observed at tObs
1 2 3 | X <- centered.process(name='wiener',dispersion=1)
X <- centered.process(name='white.noise',sig=1)
X(regular.grid(50),25)
|
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