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: cumsum

Macro: noise
Description: Counterpart to cumsum, difference x(t)-x(t-1)

Reference(s):

Usage: (noise)=noise(x)
Input:
x input series (i.e Brownian Motion)
Output:
noise series of noise

Note:

Example:
x=normal(4)
x=cumsum(x)
x=noise(x)
Result:
Contents of x
[1,]  0.43221
[2,] -0.59753
[3,]  -1.2764

Library:
See also: cumsum

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 Wuensche 000412
(C) MD*TECH Method and Data Technologies, 17.8.2000