powerKernelTau: Scale factor for the power law kernel
In BSS: Brownian Semistationary Processes
Description
Usage
Arguments
Value
View source: R/bss_functions.R
Description
powerKernelTau evaluates the scale factor tau_n for the power law kernel using
numerical integration for the covariance term, and exact evaluation for the variance term.
Usage
1
powerKernelTau(n, alpha, beta)
Arguments
n
a positive integer indicating the number of observations per unit of time.
alpha
the smoothness parameter, alpha, for the power law kernel.
beta
the exponent parameter, beta, for the power law kernel.
Value
The function returns the scale factor (tau_n) for the power law kernel with
parameters alpha and beta, observed at frequency n per unit of time.
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
powerKernelTau evaluates the scale factor tau_n for the power law kernel using
numerical integration for the covariance term, and exact evaluation for the variance term.
Usage
1 | powerKernelTau(n, alpha, beta)
|
Arguments
n |
a positive integer indicating the number of observations per unit of time. |
alpha |
the smoothness parameter, alpha, for the power law kernel. |
beta |
the exponent parameter, beta, for the power law kernel. |
Value
The function returns the scale factor (tau_n) for the power law kernel with
parameters alpha and beta, observed at frequency n per unit of time.
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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