gen.sigplusnoise.wge

Generate a realization from the model x(t)=coef[1]*cos(2*pi*freq[1]*t+psi[1])+coef[2]*cos(2*pi*freq[2]*t+psi[2])+a(t)

 generate 

 signal-plus-noise

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

gen.sigplusnoise.wge function

<dl> <dt>n</dt>
<dd>length of realization to be generated</dd> <dt>b0</dt>
<dd>y intercept of the linear component</dd> <dt>b1</dt>
<dd>slope of the linear component</dd> <dt>coef</dt>
<dd>a 2-component vector specifying the coefficients (if only one cosine term is desired define coef[2]=0)</dd> <dt>freq</dt>
<dd>a 2-component vector specifying the frequency components (0 to .5)</dd> <dt>psi</dt>
<dd>a 2-component vector specifying the phase shift (0 to 2pi)</dd> <dt>phi</dt>
<dd>a vector of coefficients of the coefficients of the AR noise</dd> <dt>vara</dt>
<dd>vara is the variance of the noise. NOTE: a(t) is a vector of N(0,WNV) noise generated within the function (default=1)</dd> <dt>plot</dt>
<dd>if TRUE then plot the data generated (default=TRUE)</dd> <dt>sn</dt>
<dd>determines the seed used in the simulation (default=0 indicating new realization each time). sn=positve integer, then the same realization is generated each time</dd></dl>

Arguments

Author

Generate data from a signal-plus-noise model — gen.sigplusnoise.wge

<dl>

 <dt>n</dt>
<dd>length of realization to be generated</dd>

 <dt>b0</dt>
<dd>y intercept of the linear component</dd>

 <dt>b1</dt>
<dd>slope of the linear component</dd>

 <dt>coef</dt>
<dd>a 2-component vector specifying the coefficients (if only one cosine term is desired define coef[2]=0)</dd>

 <dt>freq</dt>
<dd>a 2-component vector specifying the frequency components (0 to .5)</dd>

 <dt>psi</dt>
<dd>a 2-component vector specifying the phase shift (0 to 2pi)</dd>

 <dt>phi</dt>
<dd>a vector of coefficients of the coefficients of the AR noise</dd>

 <dt>vara</dt>
<dd>vara is the variance of the noise. NOTE: a(t) is a vector of N(0,WNV) noise generated within the function (default=1)</dd>

 <dt>plot</dt>
<dd>if TRUE then plot the data generated (default=TRUE)</dd>

 <dt>sn</dt>
<dd>determines the seed used in the simulation (default=0 indicating new realization each time). sn=positve integer, then the same realization is generated each time</dd>

</dl>

gen.sigplusnoise.wge: Generate data from a signal-plus-noise model

Description

Usage

Value

Arguments

Author

References

Examples