acf_sum: Helper Function for ARMA to WV Approximation

View source: R/RcppExports.R

acf_sumR 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.


SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.