decomp_to_theo_wv: Decomposed WV to Single WV
In schoi355/gmwm: Generalized Method of Wavelet Moments
decomp_to_theo_wv R Documentation
Decomposed WV to Single WV
Description
This function computes the combined processes to WV (haar) in a given model.
Usage
decomp_to_theo_wv(decomp)
Arguments
decomp
A mat with scales as rows and processes as columns
Value
A vec containing the wavelet variance of the process for the overall model
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
model = AR1(.3,2) + DR(.001)
ntau = 8
tau = 2^(1:ntau)
wv.theo = decomp_theoretical_wv(model$theta, model$desc, model$objdesc, tau)
wv.total = decomp_to_theo_wv(wv.theo)
schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.
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| decomp_to_theo_wv | R Documentation |
Decomposed WV to Single WV
Description
This function computes the combined processes to WV (haar) in a given model.
Usage
decomp_to_theo_wv(decomp)
Arguments
decomp |
A |
Value
A vec containing the wavelet variance of the process for the overall model
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
model = AR1(.3,2) + DR(.001) ntau = 8 tau = 2^(1:ntau) wv.theo = decomp_theoretical_wv(model$theta, model$desc, model$objdesc, tau) wv.total = decomp_to_theo_wv(wv.theo)
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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