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

Run this code

# 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 )