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Simulation of multiple white Gaussian noises

View simwhite
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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
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