acf_sum: Helper Function for ARMA to WV Approximation
In gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
See Also
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
1
Arguments
ar
A vec containing the coefficients of the AR process
ma
A vec containing the coefficients of the MA process
last_tau
An int the Jth scale of 2^(1:J)
alpha
A double indicating the cutoff.
Value
A vec containing the wavelet variance of the ARMA process.
See Also
gmwm documentation built on April 14, 2017, 4:38 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.
Description Usage Arguments Value See Also
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
1 |
Arguments
ar |
A |
ma |
A |
last_tau |
An |
alpha |
A |
Value
A vec containing the wavelet variance of the ARMA process.
See Also
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.