bip_tau_resid_sc: bip_tau_resid_sc

In Mufabo/Rrobustsp: Robust Signal Processing

bip_tau_resid_sc

Description

Computes the tau-estimate residual scale

Usage

bip_tau_resid_sc(x, beta_hat, p, q)

Arguments

x	: numeric vector. The signal
beta_hat	: ARMA parameter estimates
p	: AR order
q	: MA order

Value

scale : the tau estimate residual scale

filtered_signal : Filtered signal

Note

In file dependentData_Auxiliary_armaResid

Examples

data("x_ao_mat")

# 4.2918
res <- tau_scale(x_ao_mat)

## Example 2

data("PPG_Data")

library(zeallot)

ibi_ppg <- diff(PPG_Data$ppg.pos[1,])

x <- ibi_ppg[length(ibi_ppg):1] - median(ibi_ppg)

beta_mat <- c(-0.6640 ,  -0.0815 ,  -0.2180 ,  -0.4591 ,  -0.0830 ,   0.2936 ,  -0.0434   , 0.0190 ,   0.0757 ,  -0.0938,   -0.1758)

bip_tau_resid_sc(x, beta_mat, 0, 11)

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