decomp_to_theo_wv: Decomposed WV to Single WV
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Haar Wavelet Derivation Information
Examples
Description
This function computes the combined processes to WV (haar) in a given model.
Usage
1
decomp_to_theo_wv(decomp)
Arguments
decomp
A mat with scales as rows and processes as columns
Value
A vec containing the wavelet variance of the process for the overall model
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
1
2
3
4
5
model = AR1(.3,2) + DR(.001)
ntau = 8
tau = 2^(1:ntau)
wv.theo = decomp_theoretical_wv(model$theta, model$desc, model$objdesc, tau)
wv.total = decomp_to_theo_wv(wv.theo)
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Value Haar Wavelet Derivation Information Examples
Description
This function computes the combined processes to WV (haar) in a given model.
Usage
1 | decomp_to_theo_wv(decomp)
|
Arguments
decomp |
A |
Value
A vec containing the wavelet variance of the process for the overall model
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
1 2 3 4 5 | model = AR1(.3,2) + DR(.001)
ntau = 8
tau = 2^(1:ntau)
wv.theo = decomp_theoretical_wv(model$theta, model$desc, model$objdesc, tau)
wv.total = decomp_to_theo_wv(wv.theo)
|
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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