covar_fgn: Fractional gaussian noise covariance matrix
In spcorum/tsmvrdata: Datasets for tsmvr
Description
Usage
Arguments
Value
References
Description
Constructs a fractional gaussian noise (FGN) covariance matrix.
Usage
1
Arguments
q
dimension of covariance matrix (positive integer)
h
Hurst parameter (0 < h < 1)
Value
Returns an FGN covariance matrix with Hurst parameter
h.
References
\insertRefMRCEtsmvr
spcorum/tsmvrdata documentation built on May 6, 2019, 11:17 a.m.
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Description Usage Arguments Value References
Description
Constructs a fractional gaussian noise (FGN) covariance matrix.
Usage
1 |
Arguments
q |
dimension of covariance matrix (positive integer) |
h |
Hurst parameter (0 < |
Value
Returns an FGN covariance matrix with Hurst parameter
h.
References
\insertRefMRCEtsmvr
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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