21 lines
434 B
Python
21 lines
434 B
Python
# -*- coding: utf-8 -*-
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"""
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Created on Fri Sep 21 19:48:44 2018
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@author: Ernest
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"""
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import numpy as np
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from genhurst import genhurst
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import matplotlib.pyplot as plt
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np.random.seed(1)
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z=2*(np.random.random((1000,1))-0.5) # white noise
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H, pVal=genhurst(z)
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print('White noise: H=%f pVal=%f' % (H, pVal))
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z=np.cumsum(z) # random walk
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plt.plot(z)
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H, pVal=genhurst(z)
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print('Random walk: H=%f pVal=%f' % (H, pVal)) |