toeplitz_nonsym: Transform a vector in a non symmetric Toeplitz matrix
In multiwave: Estimation of Multivariate Long-Memory Models Parameters
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
Transform a vector in a non symmetric Toeplitz matrix
Usage
1
toeplitz_nonsym(vec)
Arguments
vec
input vector.
Value
the corresponding matrix.
Author(s)
S. Achard and I. Gannaz
References
S. Achard, I. Gannaz (2016)
Multivariate wavelet Whittle estimation in long-range dependence. Journal of Time Series Analysis, Vol 37, N. 4, pages 476-512. http://arxiv.org/abs/1412.0391.
S. Achard, I Gannaz (2019)
Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave. Journal of Statistical Software, Vol 89, N. 6, pages 1-31.
See Also
Examples
1
2
3
res_filter <- scaling_filter('Daubechies',8);
filter <- res_filter$h
Htmp <- toeplitz_nonsym(filter)
Example output
multiwave documentation built on May 6, 2019, 9:02 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
Transform a vector in a non symmetric Toeplitz matrix
Usage
1 | toeplitz_nonsym(vec)
|
Arguments
vec |
input vector. |
Value
the corresponding matrix.
Author(s)
S. Achard and I. Gannaz
References
S. Achard, I. Gannaz (2016)
Multivariate wavelet Whittle estimation in long-range dependence. Journal of Time Series Analysis, Vol 37, N. 4, pages 476-512. http://arxiv.org/abs/1412.0391.
S. Achard, I Gannaz (2019) Wavelet-Based and Fourier-Based Multivariate Whittle Estimation: multiwave. Journal of Statistical Software, Vol 89, N. 6, pages 1-31.
See Also
Examples
1 2 3 | res_filter <- scaling_filter('Daubechies',8);
filter <- res_filter$h
Htmp <- toeplitz_nonsym(filter)
|
Example output
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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