cauchy: Cauchy model
In nwaff/tssims:
Description
Usage
Arguments
Value
Description
This is a wrapper for the Cauchy process model
in the RandomFields package. The parameters
alpha and beta are smoothness and power scaling
parameters. The time series has autocovariance
function C(h) = (1 + r^alpha)^(-beta/alpha).
Fractal dimension D = alpha + 1 - alpha/2, alpha in (0,2]
Hurst parameter : H = 1 - beta/2, beta > 0.
Usage
1
Arguments
alpha
The alpha parameter proportional to
the fractal dimension of the time series.
beta
The beta parameter proportional to the
Hurst parameeter of the time series.
Value
A Cauchy process model.
nwaff/tssims documentation built on May 24, 2019, 6:13 a.m.
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Description Usage Arguments Value
Description
This is a wrapper for the Cauchy process model in the RandomFields package. The parameters alpha and beta are smoothness and power scaling parameters. The time series has autocovariance function C(h) = (1 + r^alpha)^(-beta/alpha). Fractal dimension D = alpha + 1 - alpha/2, alpha in (0,2] Hurst parameter : H = 1 - beta/2, beta > 0.
Usage
1 |
Arguments
alpha |
The alpha parameter proportional to the fractal dimension of the time series. |
beta |
The beta parameter proportional to the Hurst parameeter of the time series. |
Value
A Cauchy process model.
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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