R等同于MATLAB的过滤器函数 [英] R equivalent of MATLAB's filter function

问题描述

我正在使MATLAB代码适应R，并尝试使用ARMA公式生成波形. MATLAB filter是否有一个简单的R等效函数来获取AR/MA系数来构建波形?

I'm adapting MATLAB code to R and trying to generate a waveform using ARMA formula. Is there a simple R equivalent function for MATLAB's filter to take AR/MA coefficients to build a waveform?

npts = 100;
a = [1 0.6]; % AR coeffs
b = [1 0.25 3]; % MA coeffs
e = randn(npts,1); % generate gaussian white noise
waveform = filter(b,a,e); % generate waveform

推荐答案

嗯，您无法通过信号?

require(signal)
a = c(1,0.6)
b = c(1,0.25,3)
e = rnorm(100)
waveform = filter(b,a,e)

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