kpacf_fbn: KPACF of fractional Brownian noise
In tscopula: Time Series Copula Models
kpacf_fbn R Documentation
KPACF of fractional Brownian noise
Description
KPACF of fractional Brownian noise
Usage
kpacf_fbn(k, theta)
Arguments
k
number of lags
theta
parameter of process
Value
A vector of Kendall partial autocorrelations of length k.
tscopula documentation built on May 7, 2022, 5:06 p.m.
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| kpacf_fbn | R Documentation |
KPACF of fractional Brownian noise
Description
KPACF of fractional Brownian noise
Usage
kpacf_fbn(k, theta)
Arguments
k |
number of lags |
theta |
parameter of process |
Value
A vector of Kendall partial autocorrelations of length k.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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