BM_eig: Brownian motion kernel eigendecomposition
In tomasrubin/specsimfts: Spectral domain simulation methods for functional time series
Description
Usage
Arguments
Value
References
See Also
Description
This function is not meant to be used by the end-user. It internally provides the decomposition of the Brownian motion for FARFIMA_simulate to be run with the Brownian motion covariance.
Usage
1
BM_eig(n_grid)
Arguments
n_grid
The spatial resolution of the discretization of [0,1], equidistant grid.
Value
Returns a list of two elements, vectors is a matrix of size (n_grid,n_grid) containing the eigenfunctions in the columns of this matrix, and values vector of eigenvalues.
References
Rubin, Panaretos. Simulation of stationary functional time series with given spectral density. arXiv, 2020
See Also
tomasrubin/specsimfts documentation built on March 26, 2021, 1:37 p.m.
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Description Usage Arguments Value References See Also
Description
This function is not meant to be used by the end-user. It internally provides the decomposition of the Brownian motion for FARFIMA_simulate to be run with the Brownian motion covariance.
Usage
1 | BM_eig(n_grid)
|
Arguments
n_grid |
The spatial resolution of the discretization of [0,1], equidistant grid. |
Value
Returns a list of two elements, vectors is a matrix of size (n_grid,n_grid) containing the eigenfunctions in the columns of this matrix, and values vector of eigenvalues.
References
Rubin, Panaretos. Simulation of stationary functional time series with given spectral density. arXiv, 2020
See Also
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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