synfd (version 0.1.3)

centered.process: Create a Centered Random Process

Description

Create a Centered Random Process

Usage

centered.process(
  name = c("WIENER", "WHITE.NOISE", "KL", "KARHUNEN.LOEVE", "GAUSSIAN"),
  domain = c(0, 1),
  ...
)

Arguments

name

name of the process.

domain

domain where the process is defined.

...

other parameters required to define the process:

dispersion

required by Wiener process

sig

required by white noise process

eigen.values

required by process defined via K-L representation

eigen.functions

required by process defined via K-L representation

distribution

the distribution of PC scores, required by process defined via K-L representation

Value

a function hanlde in the form of X(tObs,n) which generates n independent trajectories observed at tObs

Examples

# NOT RUN {
X <- centered.process(name='wiener',dispersion=1)
X <- centered.process(name='white.noise',sig=1)
X(regular.grid(50),25)
# }