Noise Module
Functions for adding background variability into test problems.
Functions and values
| Function or value |
Description
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Full Usage:
tryAddNoise seriesName noiseDistributionFn data
Parameters:
string
noiseDistributionFn : unit -> float
data : CodedMap<TimeSeries<float, 'date, 'timeunit, 'timespan>>
Returns: Map<ShortCode, TimeSeries<float, 'date, 'timeunit, 'timespan>> option
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Adds noise to a time-series 'seriesName', based on the given distribution function.
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Full Usage:
tryAddNormal sdParamCode seriesName rnd pool data
Parameters:
string
seriesName : string
rnd : Random
pool : ParameterPool
data : CodedMap<TimeSeries<float, 'a, 'b, 'c>>
Returns: Result<Map<ShortCode, TimeSeries<float, 'a, 'b, 'c>>, string>
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Adds normally-distributed noise around each data point in the selected time-series. Returns `None` if the series or parameter does not exist.
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bristlecone