The precision is increased by generating an additional
QuantilePG objects (independent of the previous ones) and
then including them in the average.
value of which to enlarge R
Don't report progress to console when computing the
QuantileSD object determined from
oldR + R independent repetitions.
1 2 3 4 5 6 7 8 9 10 11 12 13
# First simulate a copula spectral density from R=20 independent runs. csd <- quantileSD(N=2^9, ts=ts1, levels.1=c(0.25,0.5), type="copula", R=20) # Check out the result: getR(csd) plot(csd) # Now increase the number of independent simulation runs to 50. csd <- increasePrecision(csd, R=30) # Check out the (more precise) result: getR(csd) plot(csd)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.