estimateRho: Estimate 'rho' coefficient
In stanek-fi/ACV: Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity
estimateRho R Documentation
Estimate rho coefficient
Description
Internal function for estimating the rho coefficient.
Usage
estimateRho(Phi, rhoLimit)
Arguments
Phi
Matrix of computed contrasts generated by tsACV().
rhoLimit
Parameter rhoLimit limits to the absolute value of the estimated rho coefficient. This is useful as estimated values very close to 1 might cause instability.
Value
Estimated rho coefficient (numeric vector of length 1).
stanek-fi/ACV documentation built on April 12, 2022, 7:07 a.m.
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| estimateRho | R Documentation |
Estimate rho coefficient
Description
Internal function for estimating the rho coefficient.
Usage
estimateRho(Phi, rhoLimit)
Arguments
Phi |
Matrix of computed contrasts generated by |
rhoLimit |
Parameter |
Value
Estimated rho coefficient (numeric vector of length 1).
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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