lin2_theta_f: Candidate point evaluation for simplicial depth in the linear...
In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Examples
Description
This function precalculates parameters on which depth changes to restrict the
region on which the depth statistic has to be evaluated on as described in Kustosz (2016).
Usage
1
lin2_theta_f(dat)
Arguments
dat
Data from an AR(1) Model with intercept.
Details
The details on the idea and implementation can be found in Kustosz (2016).
Value
t1
Candidate values for theta1.
t2
Candidate values for theta2.
Author(s)
Kustosz, Christoph
References
Kustosz, C. (2016). Depth based estimators and tests for
autoregressive processes with application. Ph. D. thesis. TU Dortmund.
See Also
dS_lin2,dS1_lin2,dS2_lin2,dS3_lin2, lin2_CI,est_lin2,est_nlin1
Examples
1
2
3
y <- RandomARMod_lin2(100, 1.001, 0.2, 15, "0")
thetas <- lin2_theta_f(y)
plot(thetas$t1, thetas$t2)
ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.
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.
Description Usage Arguments Details Value Author(s) References See Also Examples
Description
This function precalculates parameters on which depth changes to restrict the region on which the depth statistic has to be evaluated on as described in Kustosz (2016).
Usage
1 | lin2_theta_f(dat)
|
Arguments
dat |
Data from an AR(1) Model with intercept. |
Details
The details on the idea and implementation can be found in Kustosz (2016).
Value
t1 |
Candidate values for theta1. |
t2 |
Candidate values for theta2. |
Author(s)
Kustosz, Christoph
References
Kustosz, C. (2016). Depth based estimators and tests for
autoregressive processes with application. Ph. D. thesis. TU Dortmund.
See Also
dS_lin2,dS1_lin2,dS2_lin2,dS3_lin2, lin2_CI,est_lin2,est_nlin1
Examples
1 2 3 | y <- RandomARMod_lin2(100, 1.001, 0.2, 15, "0")
thetas <- lin2_theta_f(y)
plot(thetas$t1, thetas$t2)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.