timsac (version 1.2.7)

wnoise: White Noise Generator

Description

Generate approximately Gaussian vector white noise.

Usage

wnoise(len, perr, plot=TRUE)

Arguments

len

length of white noise record.

perr

prediction error.

plot

logical. If TRUE (default) white noises are plotted.

Value

• wnoise gives white noises.

References

H.Akaike and T.Nakagawa (1988) Statistical Analysis and Control of Dynamic Systems. Kluwer Academic publishers.

Examples

# Example 1
  wnoise(len=100, perr=1)

  # Example 2
  v <- matrix(c(1,  0,  0,
                0,  2,  0,
                0,  0,  3),3,3,byrow=TRUE)
  wnoise(len=20, perr=v )