gen_m_t: gen_m_t is a used to generate mt for the interpolation...

In wesleyburr/tsinterp: Time Series Interpolation

gen_m_t is a used to generate mt for the interpolation function

Description

gen_m_t is a used to generate mt for the interpolation function

Usage

gen_m_t(zI, N, delT, sigClip, progress)

Arguments

zI	Input time series; should have no missing values.
N	Length of zI
delT	delta-T; the time step of the time series.
sigClip	Significance level for periodic component detection.
progress	Should a progress tick be printed or not?

Details

A function that, given argument zI, computes a MtP/TtP pairing of estimates, which can then be used in the maximum-likelihood iterative step of the EM algorithm for interpolation.

Value

a class list that has Ttp and freqsave as objects

wesleyburr/tsinterp documentation built on Jan. 28, 2024, 11:16 a.m.