acf_sum: Helper Function for ARMA to WV Approximation
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
acf_sum R Documentation
Helper Function for ARMA to WV Approximation
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
acf_sum(ar, ma, last_tau, alpha = 0.99)
Arguments
ar
A vec containing the coefficients of the AR process
ma
A vec containing the coefficients of the MA process
last_tau
An int the Jth scale of 2^(1:J)
alpha
A double indicating the cutoff.
Value
A vec containing the wavelet variance of the ARMA process.
See Also
arma_to_wv_app
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.
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| acf_sum | R Documentation |
Helper Function for ARMA to WV Approximation
Description
Indicates where the minimum ARMAacf value is and returns that as an index.
Usage
acf_sum(ar, ma, last_tau, alpha = 0.99)
Arguments
ar |
A |
ma |
A |
last_tau |
An |
alpha |
A |
Value
A vec containing the wavelet variance of the ARMA process.
See Also
arma_to_wv_app
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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