gammaKernelCorrelation: Autocorrelation function for the gamma kernel
In BSS: Brownian Semistationary Processes
Description
Usage
Arguments
Value
View source: R/bss_functions.R
Description
gammaKernelCorrelation calculates the value of the gamma kernel autocorrelation function
directly using the analytic expression.
Usage
1
gammaKernelCorrelation(alpha, lambda, h)
Arguments
alpha
the smoothness parameter, alpha, for the gamma kernel.
lambda
the exponent parameter, lambda, for the gamma kernel.
h
the lag to calculate the autocorrelation at.
Value
The function returns the autocorrelation for the gamma kernel with
parameters alpha and lambda at lag h.
BSS documentation built on July 2, 2020, 1:31 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
View source: R/bss_functions.R
Description
gammaKernelCorrelation calculates the value of the gamma kernel autocorrelation function
directly using the analytic expression.
Usage
1 | gammaKernelCorrelation(alpha, lambda, h)
|
Arguments
alpha |
the smoothness parameter, alpha, for the gamma kernel. |
lambda |
the exponent parameter, lambda, for the gamma kernel. |
h |
the lag to calculate the autocorrelation at. |
Value
The function returns the autocorrelation for the gamma kernel with
parameters alpha and lambda at lag h.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.