SE.HW1981: Exact implementation of H&W 1981, compute the variance of the...
In chenx26/EstimatorStandardError: Risk/Performance Measure Estimator Standard Error
Description
Usage
Arguments
Value
Examples
Description
Exact implementation of H&W 1981, compute the variance of the sample mean of the data
Usage
1
Arguments
data
Vector of data
K
Number of periodograms to keep
d
Order of the polynomial fit
Value
Variance of the sample mean. To get asymptotic variance, multiply by length(data)
Examples
1
chenx26/EstimatorStandardError documentation built on May 13, 2019, 3:53 p.m.
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Description Usage Arguments Value Examples
Description
Exact implementation of H&W 1981, compute the variance of the sample mean of the data
Usage
1 |
Arguments
data |
Vector of data |
K |
Number of periodograms to keep |
d |
Order of the polynomial fit |
Value
Variance of the sample mean. To get asymptotic variance, multiply by length(data)
Examples
1 |
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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