Description Usage Arguments Examples
Adds random noise to an SPD matrix, given a signal to noise ratio. Signal and Noise are measured as distance on the SPD manifold. If A is the SPD matrix, N is the noise matrix, and I is the identity matrix, then Signal=dist(I,A), Noise=dist(A,N)), and SNR = Signal/Noise.
1 | addNoise_spd(A, SNR = 1)
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A |
An SPD matrix which will be noisified. |
SNR |
Signal to Noise ratio to be used in generating the noise. SNR must be larger 0. |
1 2 3 4 | set.seed(623766)
A = randspd_FAST(n=5)
SNR=.25
addNoise_spd(A,SNR=SNR)
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