phi: Phi

Description Usage Arguments Details References

View source: R/functions_for_estimates.r

Description

Defined as

\varphi_{\textnormal{high}}(t; H,k)_n := V_{\textnormal{high}}(ψ_t; k)_n \qquad \textnormal{and} \qquad \varphi_{\textnormal{low}}(t; k)_n := V_{\textnormal{low}}(ψ_t; k)_n

, where ψ_t(x):=cos(tx)

Usage

1
phi(t, k, path, H, freq)

Arguments

t

positive real number

k

increment order

path

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

H

Hurst parameter

freq

Frequency of the motion. It can take two values: "H" for high frequency and "L" for the low frequency setting.

Details

Hurst parameter is required only in high frequency case. In the low frequency, there is no need to assign H a value because it will not be evaluated.

References

\insertRef

MOP18rlfsm


rlfsm documentation built on April 16, 2021, 5:06 p.m.

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