| 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 |