wnoise: White Noise Generator

In timsac: Time Series Analysis and Control Package

White Noise Generator

Description

Generate approximately Gaussian vector white noise.

Usage

  wnoise(len, perr, plot = TRUE)

Arguments

len	length of white noise record.
perr	prediction error.
plot	logical. If TRUE (default), white noises are plotted.

Value

wnoise gives white noises.

References

H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control of Dynamic Systems. Kluwer Academic publishers.

Examples

# Example 1
wnoise(len = 100, perr = 1)

# Example 2
v <- matrix(c(1,  0,  0,
              0,  2,  0,
              0,  0,  3), nrow = 3, ncol = 3, byrow = TRUE)
wnoise(len = 20, perr = v)

timsac documentation built on Sept. 30, 2023, 5:06 p.m.