Random noise with different frequencies

A noise generator

# S4 method for numeric,FLQuant
rnoise(
  n = n,
  len = len,
  sd = 0.3,
  b = 0,
  burn = 0,
  trunc = 0,
  what = c("year", "cohort", "age")
)

Arguments

n

number of iterations

len

an FLQuant

sd

standard error for simulated series

b

autocorrelation parameter a real number in [0,1]

burn

gets rid of 1st values i series

trunc

get rid of values > abs(trunc)

what

returns time series for year, cohort or age"

...

any other parameters

Value

A FLQuant with autocorrelation equal to B.

References

Ranta and Kaitala 2001 Proc. R. Soc. vt = b * vt-1 + s * sqrt(1 - b^2) s is normally distributed random variable with mean = 0 b is the autocorrelation parameter

Examples

if (FALSE) {
flq=FLQuant(1:100)
white <- rnoise(1000,flq,sd=.3,b=0)
plot(white)
acf(white)

red <- rnoise(1000,flq,sd=.3,b=0.7)
plot(red)
acf(red)

data(ple4)
res=rnoise(1000,flq,sd=.3,b=0)

ggplot()+
geom_point(aes(year,age,size= data),
            data=subset(as.data.frame(res),data>0))+
geom_point(aes(year,age,size=-data),
            data=subset(as.data.frame(res),data<=0),colour="red")+
scale_size_area(max_size=4, guide="none")+
facet_wrap(~iter)

res=rnoise(4,m(ple4),burn=10,b=0.9,cohort=TRUE)
ggplot()+
geom_point(aes(year,age,size= data),
          data=subset(as.data.frame(res),data>0))+
geom_point(aes(year,age,size=-data),
          data=subset(as.data.frame(res),data<=0),colour="red")+
scale_size_area(max_size=4, guide="none")+
facet_wrap(~iter)

}