Gaussian process in R

  • Thread starter Mark J.
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  • #1
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Hi everybody

Any ideas how to simulate a Gaussian stationary process in R language using predefined variance and mean?
I have a uni-variate normal distribution for my real life process
Thank you
 

Answers and Replies

  • #2
mathman
Science Advisor
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Let X be the uivariate normal. Then Y=σX + m where σ is the standard deviation and m is the mean of the process (Y) that you want to simulate. (I don't know what R language is.)
 
  • #3
chiro
Science Advisor
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Hey MarkJ.

In R, you should use output = rnorm(n,mean,standard_deviation) to simulate from a normal distribution with n observations given those probabilities (you will get a random vector of size n from this distribution).
 

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