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), nrow = 3, ncol = 3, byrow = TRUE)
    wnoise(len = 20, perr = v)

[Package timsac version 1.3.6 Index]