RW: Create an Random Walk (RW) Process

In gmwm: Generalized Method of Wavelet Moments

Description

Sets up the necessary backend for the RW process.

Usage

RW(sigma2 = NULL)

Arguments

sigma2

A double value for the variance, sigma^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "RW"

theta

sigma

plength

Number of Parameters

desc

y desc replicated x times

obj.desc

Depth of Parameters e.g. list(1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

RW()
RW(sigma=3.4)

gmwm documentation built on April 14, 2017, 4:38 p.m.