View source: R/additional-estimators.R
estimVar | R Documentation |
Estimation of the variances for the diff k operator k = 1 to nbK
estimVar(y, nbK = 10, type = "MAD")
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) |
the vector varEst of estimated variances
estimVar(dataRWAR(1000, sdEta = 0.1, sdNu = 0.1, phi = 0.3, type = "rand1", nbSeg = 10)$y)
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