gen.sigplusnoise.wge {tswge} | R Documentation |
Generate data from a signal-plus-noise model
Description
Generate a realization from the model x(t)=coef[1]*cos(2*pi*freq[1]*t+psi[1])+coef[2]*cos(2*pi*freq[2]*t+psi[2])+a(t)
Usage
gen.sigplusnoise.wge(n,b0,b1=0,coef,freq,psi,phi=0,vara=1,plot=TRUE,sn=0)
Arguments
n |
length of realization to be generated |
b0 |
y intercept of the linear component |
b1 |
slope of the linear component |
coef |
a 2-component vector specifying the coefficients (if only one cosine term is desired define coef[2]=0) |
freq |
a 2-component vector specifying the frequency components (0 to .5) |
psi |
a 2-component vector specifying the phase shift (0 to 2pi) |
phi |
a vector of coefficients of the coefficients of the AR noise |
vara |
vara is the variance of the noise. NOTE: a(t) is a vector of N(0,WNV) noise generated within the function (default=1) |
plot |
if TRUE then plot the data generated (default=TRUE) |
sn |
determines the seed used in the simulation (default=0 indicating new realization each time). sn=positve integer, then the same realization is generated each time |
Value
x |
realization generated |
Author(s)
Wayne Woodward
References
Applied Time Series Analysis with R, second edition by Woodward, Gray, and Elliott
Examples
x=gen.sigplusnoise.wge(n=100,coef=c(3,1),freq=c(.1,.4),psi=c(0,0),vara=2)