Struct stochastic::gaussian::fractional::Noise
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pub struct Noise { /* fields omitted */ }
A fractional Gaussian noise.
Methods
impl Noise
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fn new(hurst: f64, step: f64) -> Noise
Create a fractional Gaussian noise.
fn sample<S>(&self, points: usize, source: &mut S) -> Vec<f64> where
S: Source,
S: Source,
Generate a sample path.
Trait Implementations
impl Process for Noise
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type Index = usize
The index set.
type State = f64
The state space.
fn cov(&self, t: usize, s: usize) -> f64
Compute the covariance.
fn var(&self, index: Self::Index) -> f64
Compute the variance.