cost: L2 error estimation
In DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals
View source: R/additional-estimators.R
cost R Documentation
L2 error estimation
Description
the least-square value
Usage
cost(v, sdEta, sdNu, phi)
Arguments
v
the estimated variances of the diff k operator
sdEta
standard deviation in Random Walk
sdNu
standard deviation in AR(1)
phi
the autocorrelative AR(1) parameter
Value
the value of the sum of squares
DeCAFS documentation built on Jan. 6, 2023, 5:27 p.m.
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View source: R/additional-estimators.R
| cost | R Documentation |
L2 error estimation
Description
the least-square value
Usage
cost(v, sdEta, sdNu, phi)
Arguments
v |
the estimated variances of the diff k operator |
sdEta |
standard deviation in Random Walk |
sdNu |
standard deviation in AR(1) |
phi |
the autocorrelative AR(1) parameter |
Value
the value of the sum of squares
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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