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 |
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 |
gk=FGNgk(2,.7)
Contents of gk [1,] 1.8278 [2,] 0.81125 [3,] 0,54974 [4,] 0,81125
Library: | |
See also: | FGNcov FGNx FBMx fft |