generate.noise: Generate random noise. Function to generate different kinds...

In helenecharlotte/L1splines: Robust splines

Usage

generate.noise(t, type = 1, mu = 0, theta = 0, kappa = Inf,
  sigma = 0.2, sigma2 = 1e-04, seed = sample(2500, 1),
  tfun = function(t) t/4)

Arguments

t	Numeric vector where to evaluate noise.
type	Numeric value (1,...,8).
mu	Numeric value.
theta	Numeric value.
kappa	Numeric value.
sigma	Numeric value.
sigma2	Numeric value. Smaller SE for contaminated noise.
seed	If certain seed wanted.
tfun	For generating noise with dynamically changing parameters.

Examples

t = generate.t(m = 50)
w = generate.noise(t); plot(t, w , type="h", main = "Gaussian noise")
w = generate.noise(t, type = 2); plot(t, w , type="h", main = "Laplace noise")
w = generate.noise(t, type = 3); plot(t, w , type="h", main = "Contaminated noise")
w = generate.noise(t, type = 4); plot(t, w , type="h", main = "Uniform noise")

helenecharlotte/L1splines documentation built on May 17, 2019, 3:24 p.m.