gammaKernelTau: Scale factor for the gamma kernel

In BSS: Brownian Semistationary Processes

Description

gammaKernelTau evaluates the scale factor tau_n for the gamma kernel using the exact expression derived from the covariance function.

Usage

gammaKernelTau(n, alpha, lambda)

Arguments

n	a positive integer indicating the number of observations per unit of time.
alpha	the smoothness parameter, alpha, for the gamma kernel.
lambda	the exponent parameter, lambda, for the gamma kernel.

Value

The function returns the scale factor (tau_n) for the gamma kernel with parameters alpha and lambda, observed at frequency n per unit of time.

BSS documentation built on July 2, 2020, 1:31 a.m.