Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:
See also: FGNcov FGNx FBMx fft

Macro: FGNgk
Description: Calculation of a series gk for the calculation of fractional Gaussian noise by a method proposed by Davies and Harte

Reference(s):

Usage: (gk)=FGNgk(m,H)
Input:
m Length of the series of fractional Gaussian noise generated by procedure FGNx, must be a power of 2
H Hurst Koeffizient as self similarity parameter
Output:
gk vector of term used by FGNx

Note:

Example:
gk=FGNgk(2,.7)
Result:
Contents of gk
[1,]  1.8278
[2,] 0.81125
[3,] 0,54974
[4,] 0,81125

Library:
See also: FGNcov FGNx FBMx fft

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Arne Wünsche 000402
(C) MD*TECH Method and Data Technologies, 17.8.2000