DR: Create an Drift (DR) Process

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Create an Drift (DR) Process

Description

Sets up the necessary backend for the DR process.

Usage

DR(omega = NULL)

Arguments

omega

A double value for the slope of a DR process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "DR"

theta

slope

plength

Number of Parameters

obj.desc

y desc replicated x times

obj

Depth of Parameters e.g. list(1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

DR()
DR(omega=3.4)

SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.