Description Usage Arguments Value Examples
View source: R/levy_recovery.R
Apply the Levy recovery on data with (fitted) adjacency/dynamics matrix.
1 | levy_recovery(adj, data, times, look_ahead = 1)
|
adj |
Adjacency or dynamics matrix. |
data |
Data to apply the Levy recovery (vector). |
times |
Observation times (vector). |
look_ahead |
Step increment. |
List with recovered increments, adjacency matrix and cumulative sum.
1 2 3 4 5 6 7 8 9 10 | n <- 1000
d <- 2
times <- seq(n)
delta_time <- 0.01
noise <- cbind(ghyp::rghyp(n, ghyp::ghyp()), ghyp::rghyp(n, ghyp::ghyp()))
data <- construct_path(
diag(d),
noise = noise, y_init = rep(0, d), delta_time = delta_time
)
levy_recovery(adj = diag(d), data = data, times = times)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.