arma_s_resid_sc: arma_s_resid_sc

In Mufabo/Rrobustsp: Robust Signal Processing

arma_s_resid_sc

Description

arma_s_resid_sc

Usage

arma_s_resid_sc(x, beta_hat, p, q)

Arguments

x	: numeric vector. The signal
beta_hat	: Initial estimate of ARMA coefficients
p	: AR order
q	: MA order

Value

a_sc : scale estimate

Note

File location : DependentData_Auxiliary_arma_s_resid_sc.R

Examples

data("x_ao_arma")
arma_s_resid_sc(x_ao_arma, c(-.8, .5), 1, 1)

library(signal)
x <- rnorm(10)
sig <- signal::filter(-.8, 1, x)
arma_s_resid_sc(sig, c(-.8), 1, 0)

Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.