rnorm_qts: QTS Random Sampling

In astamm/squad: Statistics for Quaternion Temporal Data

QTS Random Sampling

Description

This function adds uncorrelated Gaussian noise to the logarithm QTS using an exponential covariance function.

Usage

rnorm_qts(n, mean_qts, alpha = 0.01, beta = 0.001)

Arguments

n	An integer specifying how many QTS should be generated.
mean_qts	An object of class qts specifying the mean QTS.
alpha	A positive scalar specifying the variance of each component of the log-QTS. Defaults to 0.01.
beta	A positive scalar specifying the exponential weight. Defaults to 0.001.

Details

See exp_cov_function for details about the roles of alpha and beta in the definition of the covariance operator.

Value

A list of n objects of class qts with added noise as specified by parameters alpha and beta.

Examples

rnorm_qts(1, vespa64$igp[[1]])

astamm/squad documentation built on Jan. 26, 2024, 5:30 p.m.