Struct stochastic::gaussian::fractional::Noise

pub struct Noise {
    // some fields omitted
}

A fractional Gaussian noise.

Methods

impl Noise

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

Generate a sample path.

Trait Implementations

impl Process for Noise

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.

impl Stationary for Noise

type Distance = usize

The distance between two indices.

fn cov(&self, delta: usize) -> f64

Compute the covariance.

fn var(&self) -> f64

Compute the variance.