cost: L2 error estimation
In gtromano/DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals
View source: R/additional-estimators.R
cost R Documentation
L2 error estimation
Description
the least-square value
Usage
cost(v, sdEta, sdNu, phi)
Arguments
v
the estimated variances of the diff k operator
sdEta
standard deviation in Random Walk
sdNu
standard deviation in AR(1)
phi
the autocorrelative AR(1) parameter
Value
the value of the sum of squares
gtromano/DeCAFS documentation built on Jan. 10, 2023, 10:43 a.m.
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View source: R/additional-estimators.R
| cost | R Documentation |
L2 error estimation
Description
the least-square value
Usage
cost(v, sdEta, sdNu, phi)
Arguments
v |
the estimated variances of the diff k operator |
sdEta |
standard deviation in Random Walk |
sdNu |
standard deviation in AR(1) |
phi |
the autocorrelative AR(1) parameter |
Value
the value of the sum of squares
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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