Man pages for vrunge/ARRWestim
Estimation of the parameters for the ARRW (Autoregressive AR(1) and Random Walk) model for time-series
| bestParameters | bestParameters |
| cost | L2 error estimation |
| dataRWAR | Generating data function with the deCAFS model |
| estimVar | Variance estimation for diff k operators |
| evalEtaNu | RW and AR(1) variance estimations with fixed AR(1) parameter |
| l2Threshold | l2Threshold |
| plotRWAR | plotARRW |
| plotRWARdiff | plotRWARdiff |
| plotVarVarEstim | plotVarVarEstim |
| scenarioGenerator | Signal scenario |
