Get_noise_sd: Get the square root of the covariance matrix associated to a...

Description Usage Arguments

Description

Get the square root of the covariance matrix associated to a noise type

Usage

1
Get_noise_sd(noise.type, d.n)

Arguments

noise.type

the type of noise that is driving the MA process. See Details section.

d.n

dimension of the noise that is filtered


ftsspec documentation built on May 1, 2019, 7:04 p.m.