simulate_wn: Simulate White Noise

View source: R/simulation.R

simulate_wnR Documentation

Simulate White Noise

Description

This function simulates multiple white noise processes.

Usage

simulate_wn(N, sigma_wn)

Arguments

N

An integer indicating the length of the time series.

sigma_wn

A vector of variances of the white noise processes.

Value

A matrix of the simulated white noise processes.

Author(s)

Davide Antonio Cucci


Yuming-Zhang/synimu documentation built on Jan. 29, 2023, 11:59 a.m.