R: White Noise Generator

wnoise {timsac} | R Documentation

## 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 )

[Package timsac version 1.3.5 Index]