WN: Create an White Noise (WN) Process

In schoi355/gmwm: Generalized Method of Wavelet Moments

Create an White Noise (WN) Process

Description

Sets up the necessary backend for the WN process.

Usage

WN(sigma2 = NULL)

Arguments

sigma2

A double value for the variance, sigma^2, of a WN process.

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "WN"

theta

sigma

plength

Number of Parameters

desc

y desc replicated x times

obj.desc

Depth of Parameters e.g. list(1)

starting

Guess Starting values? TRUE or FALSE (e.g. specified value)

Author(s)

JJB

Examples

WN()
WN(sigma2=3.4)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.