View source: R/functions_for_estimates.r
R_hl | R Documentation |
Defined as
R_{\textnormal{high}} (p,k)_n := \frac{∑_{i=2k}^n ≤ft| Δ_{i,k}^{n,2} X \right|^p} {∑_{i=k}^n ≤ft| Δ_{i,k}^{n,1} X \right|^p}, \qquad
R_{\textnormal{low}} (p,k)_n := \frac{∑_{i=2k}^n ≤ft| Δ_{i,k}^{2} X \right|^p} {∑_{i=k}^n ≤ft| Δ_{i,k}^{1} X \right|^p}
R_hl(p, k, path)
p |
power |
k |
increment order |
path |
sample path of lfsm on which the inference is to be performed |
The computation procedure for high- and low frequency cases is the same, since there is no way to control frequency given a sample path.
MOP18rlfsm
m<-45; M<-60; N<-2^10-M alpha<-0.8; H<-0.8; sigma<-0.3 p<-0.3; k=3 lfsm<-path(N=N,m=m,M=M,alpha=alpha,H=H, sigma=sigma,freq='L',disable_X=FALSE,seed=3)$lfsm R_hl(p=p,k=k,path=lfsm)
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