Nothing
ps_ouss = function(freq, power_o, sigma, rho, lambda, power_e, epsilon, time_step, series_size){
if(missing(freq)){ stop("Missing freq"); }
if(missing(time_step)){ stop("Missing time_step"); }
if(missing(rho)){
# requires lambda
if(missing(lambda)){ stop("Missing rho or lambda"); }
rho = exp(-lambda*time_step);
}else{
lambda = -log(rho)/time_step;
}
N = series_size;
T = time_step*(N-1);
if(missing(sigma)){
# requires power_o
if(missing(power_o)){ stop("Missing power_o or sigma"); }
sigma = power_o_to_sigma(power_o, lambda, time_step);
}
if(missing(power_e)){
# requires epsilon
if(missing(epsilon)){ stop("Missing power_e or epsilon"); }
power_e = time_step * epsilon^2;
}
r = rho*exp(complex(real=0,imaginary=-2*pi*freq*time_step));
q = rho*exp(complex(real=0,imaginary=+2*pi*freq*time_step));
return(power_e + (T/N^2) * sigma^2 * (Re(N * (1/(1-r) + q/(1-q))) - 2*Re(r*(1-r^N)/(1-r)^2)));
}
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