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ftsspec (version 1.0.0)

Get_noise_sd: Get the square root of the covariance matrix associated to a noise type

Description

Get the square root of the covariance matrix associated to a noise type

Usage

Get_noise_sd(noise.type, d.n)

Arguments

noise.type
the type of noise that is driving the MA process. See Details section.
d.n
dimension of the noise that is filtered