jacobian_arma: Calculates the Jacobian for the ARMA process
In gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Description
Figure out the Jacobian for an ARMA process.
Usage
1
jacobian_arma(theta, p, q, tau)
Arguments
theta
A vec that contains all the parameter estimates.
p
A int that indicates the number of AR coefficients
q
A int that indicates the number of MA coefficients.
tau
A vec that lists the scales of the process e.g. 2^(1:J)
Value
A mat that returns the numerical jacobian of the ARMA process.
gmwm documentation built on April 14, 2017, 4:38 p.m.
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Description Usage Arguments Value
Description
Figure out the Jacobian for an ARMA process.
Usage
1 | jacobian_arma(theta, p, q, tau)
|
Arguments
theta |
A |
p |
A |
q |
A |
tau |
A |
Value
A mat that returns the numerical jacobian of the ARMA process.
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.
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