Description Usage Arguments S3 METHODS See Also Examples
Class constructor for block- and time-dependent wavelet-based FD model parameter estimators.
1 2 3 |
estimator |
character string briefly describing the estimator. |
delta |
numeric value/vector denoting the estimated FD model parameter. |
innovations.variance |
numeric value/vector denoting the estimated FD innovations variance. |
variance.delta |
numeric value/vector defining the variance of delta. |
delta.range |
two element numeric vector defining the range of delta. |
dictionary |
wavelet transform dictionary used in the analysis. |
levels |
vector of integers denoting the wavelet decomposition levels used in the analysis. |
edof.mode |
an integer on [1,3] defining the equivalent degrees of freedom mode used in the analysis. |
boundary |
a list containing named objects |
series |
a signSeries object containing the input series. |
sdf.method |
a character string defining the SDF method used in
the analysis, e.g., |
type |
a character string defining the type of estimator,
e.g., |
extended data analyis plot of the data. Available options are:
mean value of delta, plotted as a horizontal reference
line for instantaneous delat estimations. Default: NULL
(no reference line).
character string defining the x-axis label. Default: "Time"
.
character string defining the y-axis label. Default: biased/unbiased and estimator condition.
character string defining the main title of the plot. Default: NULL
(no title).
character string defining type of plot ala par
function. Default: "l"
(solid line).
plots a summary of the results. Available options are:
mean value of delta, plotted as a horizontal reference
line for instantaneous delat estimations. Default: NULL
(no reference line).
character string defining the x-axis label. Default: "Time"
.
character string defining the y-axis label. Default: biased/unbiased and estimator condition.
character string defining the main title of the plot. Default: NULL
(no title).
character string defining type of plot ala par
function. Default: "l"
(solid line).
a logical value. If TRUE
, a key of the plot is shown. Default: TRUE
.
color index ala par
for the confidence intervals. Default: 16
.
prints the object. Available options are:
number of digits to use in displaying numeric values. Default: 5
.
print a summary of the results.
create a summary of the results.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | ## create a faux dictionary
dictionary <- wavDictionary(wavelet="s8",
dual=FALSE, decimate=FALSE, n.sample=512,
attr.x=NULL, n.levels=5,
boundary="periodic", conv=TRUE,
filters=wavDaubechies("s8"),
fast=TRUE, is.complex=FALSE)
## construct a faux wavFDP object
z <- wavFDP(estimator="wlse",
delta=0.45,
variance.delta=1.0,
innovations.variance=1.0,
delta.range=c(-10.0,10.0),
dictionary=dictionary,
levels=c(1,3:4),
edof.mode=2,
boundary=list(mode=TRUE,description="unbiased"),
series=create.signalSeries(fdp045),
sdf.method="Integration lookup table",
type="block")
## print the result
print(z)
|
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