Get_noise_sd: Get the square root of the covariance matrix associated to a...
In stavakol/ftsspec: Spectral Density Estimation and Comparison for Functional Time Series
View source: R/functional-spectral-density.R
Description
Get the square root of the covariance matrix associated to a noise type
Usage
1
Get_noise_sd(noise.type, d.n)
Arguments
noise.type
the type of noise that is driving the MA process. See Details section.
d.n
dimension of the noise that is filtered
stavakol/ftsspec documentation built on May 30, 2019, 10:43 a.m.
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View source: R/functional-spectral-density.R
Description
Get the square root of the covariance matrix associated to a noise type
Usage
1 | Get_noise_sd(noise.type, d.n)
|
Arguments
noise.type |
the type of noise that is driving the MA process. See Details section. |
d.n |
dimension of the noise that is filtered |
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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