FGN: Definition of a Fractional Gaussian Noise (FGN) Process
In SMAC-Group/simts: Time Series Analysis Tools
FGN R Documentation
Definition of a Fractional Gaussian Noise (FGN) Process
Description
Definition of a Fractional Gaussian Noise (FGN) Process
Usage
FGN(sigma2 = 1, H = 0.9999)
Arguments
sigma2
A double.
H
A double.
Value
An S3 object containing the specified ts.model with the following structure:
- process.desc
Used in summary: "SIGMA2","H"
- theta
Parameter vector including \sigma^2, H
- plength
Number of parameters
- print
String containing simplified model
- desc
"FGN"
- obj.desc
Depth of Parameters e.g. list(1,1)
- starting
Find starting values? TRUE or FALSE (e.g. specified value)
Author(s)
Lionel Voirol, Davide Cucci
Examples
FGN()
FGN(sigma2 = 1, H = 0.9999)
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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| FGN | R Documentation |
Definition of a Fractional Gaussian Noise (FGN) Process
Description
Definition of a Fractional Gaussian Noise (FGN) Process
Usage
FGN(sigma2 = 1, H = 0.9999)
Arguments
sigma2 |
A |
H |
A |
Value
An S3 object containing the specified ts.model with the following structure:
- process.desc
Used in summary: "SIGMA2","H"
- theta
Parameter vector including
\sigma^2,H- plength
Number of parameters
String containing simplified model
- desc
"FGN"
- obj.desc
Depth of Parameters e.g. list(1,1)
- starting
Find starting values? TRUE or FALSE (e.g. specified value)
Author(s)
Lionel Voirol, Davide Cucci
Examples
FGN()
FGN(sigma2 = 1, H = 0.9999)
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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