cost: L2 error estimation
In vrunge/ARRWestim: Estimation of the parameters for the ARRW (Autoregressive AR(1) and Random Walk) model for time-series
Description
Usage
Arguments
Value
Description
the least-square value
Usage
1
cost(v, sdEta, sdNu, phi)
Arguments
v
the estimated variances of the diff k operator
sdEta
standard deviation in Random Walk
sdNu
standard deviation in AR(1)
phi
the autocorrelative AR(1) parameter
Value
the value of the sum of squares
vrunge/ARRWestim documentation built on Feb. 20, 2021, 9:35 a.m.
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Description Usage Arguments Value
Description
the least-square value
Usage
1 | cost(v, sdEta, sdNu, phi)
|
Arguments
v |
the estimated variances of the diff k operator |
sdEta |
standard deviation in Random Walk |
sdNu |
standard deviation in AR(1) |
phi |
the autocorrelative AR(1) parameter |
Value
the value of the sum of squares
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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