dtheta_onepoint: Compute the local dimension and the persistence of one point.

In thaos/dtheta: What the Package Does (One Line, Title Case)

Usage

dtheta_onepoint(dX, rho = 0.98, method = "Ferro", method.args = list())

Arguments

dX	A vector of distances between the point of interest and the others.
rho	The empirical quantile level used to compute the local dimension and the persitance indicators.
method	A string with name of the persistence estimator to use. Availble choices are "Ferro", "Sueveges" and "Caby"
method.args	A named list with additionnal arguments needed by the persistence estimator. The argument "m" for the Caby estimator.

Value

return a vector of two values: the estimates of local dimension and of the persistence.

Examples

n <- 1000
q <- 0.99
ar1 <- 0.5
X <- as.vector(arima.sim(list(order=c(1,0,0), ar=ar1), n=n)*sqrt(1-ar1^2))
dX <- -log(sqrt((X - X[1])^2))
dtheta_onepoint(dX, rho = 0.98, method = "Caby", method.args = list(m = 1))

thaos/dtheta documentation built on Jan. 7, 2021, 6:26 p.m.