Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/nlin1_theta_f.R
This function precalculates parameters on which depth changes to restirict the region on which the depht statistic has to be evaluated on.
1 | nlin1_theta_f(dat)
|
dat |
Data from an non-linear AR(1) Model without intercept. |
The details on the idea and implementation can be found in Kustosz (2016).
t1 |
Candidate values for theta1. |
t2 |
Candidate values for theta2. |
Kustosz, Christoph
Kustosz, C. (2016). Depth based estimators and tests for
autoregressive processes with application. Ph. D. thesis. TU Dortmund.
dS_lin2
,dS1_lin2
,dS2_lin2
,dS3_lin2
,est_nlin1
1 2 3 | y <- RandomARMod_nlin1(100, 1.001, 0.2, 15, "0")
thetas <- nlin1_theta_f(y)
plot(thetas$t1, thetas$t2)
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