fgnSim: Simulate a discrete fractional Gaussian noise
In citiususc/fracdet: models 1/f noise + deterministic oscillations
Description
Usage
Arguments
Details
Value
Note
Author(s)
See Also
Examples
Description
Simulate a discrete fractional Gaussian noise
Usage
1
fgnSim(n, H)
Arguments
n
Length of the time series.
H
Hurst exponent.
Details
The FFT is used during the simulation so it is most efficient if
n is a power of 2.
Value
A numeric vector containing the simulated time series.
Note
The fgnSim is just a wrapper of the SimulateFGN function
from the FGN package.
Author(s)
A.I. McLeod
See Also
Examples
1
2
3
citiususc/fracdet documentation built on May 13, 2019, 7:30 p.m.
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Description Usage Arguments Details Value Note Author(s) See Also Examples
Description
Simulate a discrete fractional Gaussian noise
Usage
1 | fgnSim(n, H)
|
Arguments
n |
Length of the time series. |
H |
Hurst exponent. |
Details
The FFT is used during the simulation so it is most efficient if n is a power of 2.
Value
A numeric vector containing the simulated time series.
Note
The fgnSim is just a wrapper of the SimulateFGN function
from the FGN package.
Author(s)
A.I. McLeod
See Also
Examples
1 2 3 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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