Noise processes
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CausalityTools.Systems.noise_uu — Function.
noise_uu(n::Int, lo = - 1, hi = 1)
Generate a signal consisting of n steps of uncorrelated uniform noise from a uniform distribution on [lo, hi].
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CausalityTools.Systems.noise_ug — Function.
noise_ug(n::Int; μ = 0, σ = 1)
Generate a signal consisting of n steps of uncorrelated Gaussian noise from a normal distribution with mean μ and standard deviation σ.
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CausalityTools.Systems.noise_brownian — Function.
noise_brownian(n::Int; lo = - 1, hi = 1)
noise_brownian(d::Distribution, n::Int)
Generate a signal consisting of n steps of Brownian noise, generated as the zero-mean and unit standard deviation normalised cumulative sum of noise generated from a uniform distribution on [lo, hi]. Optionally, a distribution d from which to sample can be provided.
Examples
# Based on uncorrelated uniform noise
noise_brownian(100)
noise_brownian(100, lo = -2, hi = 2)
noise_brownian(Uniform(-3, 3), 100)
# Based on uncorrelated Gaussian noise
μ, σ = 0, 2
noise_brownian(Normal(μ, σ), 100)