arma_tau_resid_sc: arma_tau_resid_sc

In Mufabo/Rrobustsp: Robust Signal Processing

arma_tau_resid_sc

Description

arma_tau_resid_sc

Usage

arma_tau_resid_sc(x, beta_hat, p, q)

Arguments

x	: numeric vector. The signal
beta_hat	: numeric vector, the AR and MA coefficients
p	: AR order
q	: MA order

Value

a: numeric vector of residuals

Note

File is in dependentData_Auxiliary_armaResid.R

Examples

library(signal)
library(zeallot)
library(pracma)

N <- 500
a <- rnorm(N)
p <- 1
q <- 0
x <- signal::filter(1, c(1, -0.8), a)

beta_s <- arma_est_bip_s(x, p, q, tolX = 1e-8)
beta <- c(beta_s$ar_coeffs, beta_s$ma_coeffs)

arma_tau_resid_sc(x, beta, p, q)

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