cauchy: Cauchy model

Description Usage Arguments Value

View source: R/simulations.R

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
cauchy(alpha, beta)

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.