View source: R/functions_for_estimates.r
Retrieve_stats | R Documentation |
Retrieve statistics(bias, variance) of estimators based on a set of paths
Retrieve_stats(paths, true_val, Est, ...)
paths |
real-valued matrix representing sample paths of the stochastic process being studied |
true_val |
true value of the estimated parameter |
Est |
estimator (i.e. H_hat) |
... |
parameters to pass to Est |
m<-45; M<-60; N<-2^10-M alpha<-1.8; H<-0.8; sigma<-0.3 freq='L';t1=1; t2=2 r=1; k=2; p=0.4 Y<-paths(N_var=10,parallel=TRUE,N=N,m=m,M=M, alpha=alpha,H=H,sigma=sigma,freq='L', disable_X=FALSE,levy_increments=NULL) Retrieve_stats(paths=Y,true_val=sigma,Est=sigma_hat,t1=t1,k=2,alpha=alpha,H=H,freq="L")
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