wave1f

Generates a 1/f Gaussian Process using a discrete wavelet transform

Syntax

WGP = wave1f(N,H,QMF)
WGP = wave1f(...,'Propertyname',Propertyvalue)

Description

WGP = wave1f(N,H,QMF) Generates the 1/f Gaussian process, WGP, using a sample size, N, a Holder exponent, H, and a quadrature mirror filter QMF. The parameter N is a positive integer, the parameter H is a real in (0,1), and the parameter QMF is a real vector.

WGP = wave1f(...,'Propertyname',Propertyvalue) Generates the 1/f Gaussian process, WGP, applying the specified property settings. The property setting can be choosen from the list below :

Examples

See Also

lacunary