noise | R Documentation |
Generate Gaussian noise with autocorrelation.
noise(n, mu = 0, sigma = 1, rho = 0)
n |
length. |
mu |
mean. |
sigma |
standard deviation ( |
rho |
autocorrelation ( |
Numeric vector whose mean, standard deviation, and autocorrelation is close
to mu
, sigma
, and rho
.
Based on ADCAM.
rho
.
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