Library: | |
See also: | FGNgk FGNx FBMx |
Macro: | FGNcov | |
Description: | Calculation of the aotocovariance function of fractional Gaussian noise |
Usage: | (FGNcov)=FGNcov(n,H) | |
Input: | ||
n length of vector for the calculated autocovariances | ||
H Hurst coefficient | ||
Output: | ||
FGNcov vector of the autocovariances |
cov=FGNcov(4,.7)
Contents of cov [1,] 1 [2,] 0.31951 [3,] 0.18875 [4,] 0.14617
Library: | |
See also: | FGNgk FGNx FBMx |