gen_fgn {simts} | R Documentation |
Generate a Fractional Gaussian noise given \sigma^2
and H
.
Description
Simulates a Fractional Gaussian noise given \sigma^2
and H
.
Usage
gen_fgn(N, sigma2 = 1, H = 0.9)
Arguments
N |
An |
sigma2 |
A |
H |
A |
Value
fgn A vec
containing the Fractional Gaussian noise process.
[Package simts version 0.2.2 Index]