gen_dr: Generate a Drift Process
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Process Definition
Generation Algorithm
Examples
Description
Simulates a Drift Process with a given slope, ω.
Usage
1
gen_dr(N, omega = 5)
Arguments
N
An integer for signal length.
omega
A double that contains drift slope
Value
A vec containing the drift.
Process Definition
Drift with parameter omega in Omega where Omega is in
R^+ or R^-. This process is defined as:
X[t] = omega*t and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector with the omega parameter.
After, we take the cumulative sum along the vector.
Examples
1
gen_dr(10, 8.2)
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Value Process Definition Generation Algorithm Examples
Description
Simulates a Drift Process with a given slope, ω.
Usage
1 | gen_dr(N, omega = 5)
|
Arguments
N |
An |
omega |
A |
Value
A vec containing the drift.
Process Definition
Drift with parameter omega in Omega where Omega is in R^+ or R^-. This process is defined as: X[t] = omega*t and is occasionally referred to as Rate Ramp.
Generation Algorithm
To generate the Drift process, we first fill a vector with the omega parameter.
After, we take the cumulative sum along the vector.
Examples
1 | gen_dr(10, 8.2)
|
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