corrections: Computes vector of correction terms for second-stage...
In marina-khi/multiscale: Multiscale Inference for Nonparametric Time Trend(s)
corrections R Documentation
Computes vector of correction terms for second-stage estimator
of AR parameters as described in Khismatullina, Vogt (2019).
Description
Computes vector of correction terms for second-stage estimator
of AR parameters as described in Khismatullina, Vogt (2019).
Usage
corrections(coefs, var_eta, len)
Arguments
coefs
Given (estimated) coefficients of the AR time series.
var_eta
Variance of the innovation term
len
Length of the vector of the corrections
Value
. Vector of the corrections terms of length len.
marina-khi/multiscale documentation built on Jan. 15, 2025, 7:28 a.m.
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| corrections | R Documentation |
Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).
Description
Computes vector of correction terms for second-stage estimator of AR parameters as described in Khismatullina, Vogt (2019).
Usage
corrections(coefs, var_eta, len)
Arguments
coefs |
Given (estimated) coefficients of the AR time series. |
var_eta |
Variance of the innovation term |
len |
Length of the vector of the corrections |
Value
. Vector of the corrections terms of length len.
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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