H_hat: Statistical estimator of H in high/low frequency setting

View source: R/functions_for_estimates.r

H_hatR Documentation

Statistical estimator of H in high/low frequency setting

Description

The statistic is defined as

\widehat{H}_{\textnormal{high}} (p,k)_n:= \frac 1p \log_2 R_{\textnormal{high}} (p,k)_n, \qquad \widehat{H}_{\textnormal{low}} (p,k)_n:= \frac 1p \log_2 R_{\textnormal{low}} (p,k)_n

Usage

H_hat(p, k, path)

Arguments

p

power

k

increment order

path

sample path of lfsm on which the inference is to be performed

References

\insertRef

MOP18rlfsm


rlfsm documentation built on Aug. 27, 2022, 5:06 p.m.

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