RW: Create an Random Walk (RW) Process

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

Create an Random Walk (RW) Process

Description

Sets up the necessary backend for the RW process.

Usage

RW(gamma2 = NULL)

Arguments

gamma2

A double value for the variance \gamma ^2

Value

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

process.desc

Used in summary: "RW"

theta

\sigma

plength

Number of Parameters

desc

y desc replicated x times

obj.desc

Depth of Parameters e.g. list(1)

starting

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

Author(s)

JJB

Examples

RW()
RW(gamma2=3.4)

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