gen_sin {simts} | R Documentation |
Generate a Sinusoidal Process given \alpha^2
and \beta
.
Description
Simulates a Sinusoidal Process Process with parameter \alpha^2
and \beta
Usage
gen_sin(N, alpha2 = 9e-04, beta = 0.06, U = 1)
Arguments
N |
An |
alpha2 |
A |
beta |
A |
Value
sn A vec
containing the sinusoidal process.
Generation Algorithm
The function first generates a initial cycle oscillation at t=0 from a Uniform law with parameter a = 0 and b = 2 * pi and then compute the signal from its definition
X_t = \alpha \sin(\beta t + U)
.
[Package simts version 0.2.2 Index]