scaleEstimate: Robust local estimate of scale
In fincov: Methods for estimating covariance matrices
Description
Usage
Arguments
Value
Author(s)
Description
Robust local estimate of scale
Usage
1
2
scaleEstimate(error_matrix, starting_sigma,
lambda_0 = 0.2)
Arguments
error_matrix
matrix of forecast or smoothed values
erros
starting_sigma
initial condition covariance matrix
of errors
lambda_0
priori chosen smoothing constant
Value
list of local estimates of scale for each time period
coinciding to error_matrix
Author(s)
Ross Bennett
fincov documentation built on May 2, 2019, 5:17 p.m.
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Description Usage Arguments Value Author(s)
Description
Robust local estimate of scale
Usage
1 2 | scaleEstimate(error_matrix, starting_sigma,
lambda_0 = 0.2)
|
Arguments
error_matrix |
matrix of forecast or smoothed values erros |
starting_sigma |
initial condition covariance matrix of errors |
lambda_0 |
priori chosen smoothing constant |
Value
list of local estimates of scale for each time period
coinciding to error_matrix
Author(s)
Ross Bennett
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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