acf_sum: Helper Function for ARMA to WV Approximation

Description Usage Arguments Value See Also

View source: R/RcppExports.R

Description

Indicates where the minimum ARMAacf value is and returns that as an index.

Usage

1
acf_sum(ar, ma, last_tau, alpha = 0.99)

Arguments

ar

A vec containing the coefficients of the AR process

ma

A vec containing the coefficients of the MA process

last_tau

An int the Jth scale of 2^(1:J)

alpha

A double indicating the cutoff.

Value

A vec containing the wavelet variance of the ARMA process.

See Also

arma_to_wv_app


wv documentation built on Jan. 17, 2020, 1:07 a.m.

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