| diid.disturbance {spgs} | R Documentation |
Construct feasible Random Noise Generating a Bernoulli Process
Description
Produces a sequence of random noise which would generate an observed sequence of finite symbols provided that the sequence of symbols results from a Bernoulli process.
Usage
diid.disturbance(x, random = TRUE, estimates = FALSE)
Arguments
x |
A sequence of finite symbols represented as a character vector. |
random |
This can be a logical value or a number in the range 0-1. If ‘TRUE’, random noise will be generated. If ‘FALSE’, the constant value 0.5 will be used as the noise source. If a value in the range 0-1 is specified, that value will be used as a constant noise source. the default value is ‘TRUE’. |
estimates |
A logical value specifying if the distribution estimated for the Bernoulli process should be included in the return. |
Value
If ‘estimates’ is ‘TRUE’, returns a list containing the following components:
disturbance |
the sequence of random noise as a numeric vector. |
stat.dist |
The stationary distribution estimated from x. |
Otherwise, if ‘estimate’ is ‘FALSE’, returns the sequence of random noise as a numeric vector.
Author(s)
Andrew Hart and Servet MartÃnez
See Also
markov.test, diid.test, markov.disturbance