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DR

Create an Drift (DR) Process


Description

Sets up the necessary backend for the DR process.

Usage

DR(omega = NULL)

Arguments

omega

A double value for the slope of a DR process (see Note for details).

Value

An S3 object with called ts.model with the following structure:

process.desc

Used in summary: "DR"

theta

slope

print

String containing simplified model

plength

Number of parameters

obj.desc

y desc replicated x times

obj

Depth of parameters e.g. list(1)

starting

Guess starting values? TRUE or FALSE (e.g. specified value)

Note

We consider the following model:

Y_t = ω t

Author(s)

James Balamuta

Examples

DR()
DR(omega=3.4)

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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