bestParameters: bestParameters

In DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals

bestParameters

Description

iteration of the least square criterion for a grid of the phi parameter

Usage

bestParameters(y, nbK = 10, type = "MAD", sdEta = TRUE)

Arguments

y	A time-series obtained by the dataRWAR function
nbK	number of diff k elements to consider
type	type of robust variance estimator (MAD, S or Q)
sdEta	if sdEta = FALSE there is no random walk

Value

a list with an estimation of the best parameters for Eta2, Nu2 and phi

Examples

bestParameters(dataRWAR(10000, sdEta = 0.2, sdNu = 0.1, phi = 0.3,
type = "rand1", nbSeg = 10)$y)

DeCAFS documentation built on Jan. 6, 2023, 5:27 p.m.