nlin1_theta_f: Candidate point evaluation for simplicial depth in the...
In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Examples
View source: R/nlin1_theta_f.R
Description
This function precalculates parameters on which depth changes to restirict the
region on which the depht statistic has to be evaluated on.
Usage
1
nlin1_theta_f(dat)
Arguments
dat
Data from an non-linear AR(1) Model without 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,est_nlin1
Examples
1
2
3
y <- RandomARMod_nlin1(100, 1.001, 0.2, 15, "0")
thetas <- nlin1_theta_f(y)
plot(thetas$t1, thetas$t2)
ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.
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Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/nlin1_theta_f.R
Description
This function precalculates parameters on which depth changes to restirict the region on which the depht statistic has to be evaluated on.
Usage
1 | nlin1_theta_f(dat)
|
Arguments
dat |
Data from an non-linear AR(1) Model without 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,est_nlin1
Examples
1 2 3 | y <- RandomARMod_nlin1(100, 1.001, 0.2, 15, "0")
thetas <- nlin1_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.
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