Skip to content

Instantly share code, notes, and snippets.

@wonsang

wonsang/simwhite

Created February 10, 2012 21:09
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save wonsang/1792897 to your computer and use it in GitHub Desktop.
Save wonsang/1792897 to your computer and use it in GitHub Desktop.
Download ZIP
Simulation of multiple white Gaussian noises
Raw
simwhite
function X = simwhite(n, q, va)
% n : the length of time series
% q : the number of time series
% va : the variance of each time series
%
% Copyright (c) 2012 Wonsang You
% JC Peace and Grace
X = normrnd(0,sqrt(va),n,q);
end
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment