View source: R/limit_theorems.R
GenLowEstim | R Documentation |
General estimation procedure for low frequency case when 1/alpha is not a natural number.
GenLowEstim(t1, t2, p, path, freq = "L")
t1, t2 |
real number such that t2 > t1 > 0 |
p |
power |
path |
sample path of lfsm on which the inference is to be performed |
freq |
Frequency of the motion. It can take two values: "H" for high frequency and "L" for the low frequency setting. |
MOP18rlfsm
m<-45; M<-60; N<-2^10-M sigma<-0.3 p<-0.3; k=3; t1=1; t2=2 #### Continuous case lfsm<-path(N=N,m=m,M=M,alpha=1.8,H=0.8, sigma=sigma,freq='L',disable_X=FALSE,seed=3)$lfsm GenLowEstim(t1=t1,t2=t2,p=p,path=lfsm,freq="L") #### H-1/alpha<0 case lfsm<-path(N=N,m=m,M=M,alpha=0.8,H=0.8, sigma=sigma,freq='L',disable_X=FALSE,seed=3)$lfsm GenLowEstim(t1=t1,t2=t2,p=p,path=lfsm,freq="L") #### The procedure works also for high frequency case lfsm<-path(N=N,m=m,M=M,alpha=1.8,H=0.8, sigma=sigma,freq='H',disable_X=FALSE,seed=3)$lfsm GenLowEstim(t1=t1,t2=t2,p=p,path=lfsm,freq="H")
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