R/ltzd.R

In HKprocess: Hurst-Kolmogorov Process

Defines functions ltzd

Documented in ltzd

ltzd <- function(r, x) {
    nx <- as.integer(length(x))
    EPS <- .Machine$double.eps

    out <- .C("ltzd",as.double(r),nx,as.double(x),nx,EPS,
    tr = array(0,dim=c(1,1 )),fault = as.integer(1),PACKAGE = "HKprocess")

    return(setNames(as.vector(out$tr),c("t(x) * solve(R) * x")))
}

Try the HKprocess package in your browser