gammaKernelTauAsymptotic: Asymptotic scale factor for the gamma kernel
In BSS: Brownian Semistationary Processes
Description
Usage
Arguments
Value
View source: R/bss_functions.R
Description
Asymptotic scale factor for the gamma kernel
Usage
1
gammaKernelTauAsymptotic(n, alpha)
Arguments
n
a positive integer indicating the number of observations per unit of time.
alpha
the smoothness parameter, alpha, for the gamma kernel.
Value
The function returns an approximation for the scale factor (tau_n) for the gamma kernel with
smoothness parameter alpha, observed at frequency n per unit of time, using the asymptotic
expression for the scale factor.
BSS documentation built on July 2, 2020, 1:31 a.m.
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Description Usage Arguments Value
View source: R/bss_functions.R
Description
Asymptotic scale factor for the gamma kernel
Usage
1 | gammaKernelTauAsymptotic(n, alpha)
|
Arguments
n |
a positive integer indicating the number of observations per unit of time. |
alpha |
the smoothness parameter, alpha, for the gamma kernel. |
Value
The function returns an approximation for the scale factor (tau_n) for the gamma kernel with
smoothness parameter alpha, observed at frequency n per unit of time, using the asymptotic
expression for the scale factor.
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.
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