noise_fGn: Generate fractional Gaussian noise

View source: R/simulate.R

noise_fGnR Documentation

Generate fractional Gaussian noise

Description

Generate fractional Gaussian noise

Usage

noise_fGn(H = 0.5, N = 512, mu = NULL, sigma = NULL)

Arguments

H

Hurst exponent

N

Length of noise series

mu

Mean

sigma

SD

Value

fGn


FredHasselman/casnet documentation built on May 5, 2024, 9:38 p.m.