Nothing
fgn_n_params = function() {
2
}
fgn_param_names = function() {
c("sigma2", "H")
}
fgn_v_tran = function(theta) {
theta_t = rep(0, length(theta))
theta_t[1] = transfo_exp(theta[1]) # sigma2
theta_t[2] = transfo_logit(theta[2]) # H
return(theta_t)
}
fgn_v_tran_inv = function(theta) {
theta_t = rep(0, length(theta))
theta_t[1] = inv_transfo_exp(theta[1]) # sigma2
theta_t[2] = inv_transfo_logit(theta[2]) # H
return(theta_t)
}
fgn_theo_wv = function(theta, scales) {
sigma2 = theta[1]
H = theta[2]
sigma2*(1 - 2^(2*H - 2))*(scales/2)^(2*H - 2)
}
# FGN autocovariance
#
# @param theta A \code{vector} of length 2 specifying the parameters of the FGN
# @param n A \code{scalar} specifying the length of the signal
#' @importFrom longmemo ckFGN0
fgn_autocovariance = function(theta, n) {
sigma2 = theta[1]
H = theta[2]
acf = sigma2*ckFGN0(n = n, H = H)
}
fgn_theta_to_exp = function(theta) {
bquote( fGn(sigma^2 == .(sprintf('%.2f', theta[1])), H == .(sprintf('%.2f', theta[2]))) )
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.