TStudentNoise: t-Student Noise

View source: R/Time_Series_Distortions.R

TStudentNoiseR Documentation

t-Student Noise

Description

A vector ts.student is created where every element of _ts.student_ follow a t(df) distribution. The _prop_ selected randomly. If Y_i_ is selected then it is replaced by _Y_i_ + _ts.student_i_.

Usage

TStudentNoise(y, prob, dfr)

Arguments

prob

The probability of success of the binomial distribution. A number between 0 and 1.

dfr

The degrees of freedom of the t-student distribution.

Y

The time serie as *numeric* to be contaminated.

Value

The Y matrix with t-Student noise.


juancbellass/time-series-r-package documentation built on Aug. 26, 2023, 8:06 p.m.