Nothing
man/examples/asymptotic_variance.R
In ambit: Simulation and Estimation of Ambit Processes
#Compute the asymptotic variance at time t for an exponential trawl with
#parameter 2; here we assume that the fourth cumulant equals 1.
av<-asymptotic_variance(t=1, c4=1, varlevyseed=1, trawlfct="Exp", trawlfct_par=2)
#Print the av
av$v
#Print the four components of the asymptotic variance separately
av$v1
av$v2
av$v3
av$v4
#Note that v=v1+v2+v3+v4
av$v
av$v1+av$v2+av$v3+av$v4
Try the ambit package in your browser
Any scripts or data that you put into this service are public.
ambit documentation built on Aug. 19, 2022, 5:19 p.m.
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.
#Compute the asymptotic variance at time t for an exponential trawl with
#parameter 2; here we assume that the fourth cumulant equals 1.
av<-asymptotic_variance(t=1, c4=1, varlevyseed=1, trawlfct="Exp", trawlfct_par=2)
#Print the av
av$v
#Print the four components of the asymptotic variance separately
av$v1
av$v2
av$v3
av$v4
#Note that v=v1+v2+v3+v4
av$v
av$v1+av$v2+av$v3+av$v4
Try the ambit package in your browser
Any scripts or data that you put into this service are public.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.