simts: decomp_theoretical_wv – R documentation

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simts

decomp_theoretical_wv

Each Models Process Decomposed to WV

Description

This function computes each process to WV (haar) in a given model.

Usage

decomp_theoretical_wv(theta, desc, objdesc, tau)

Arguments

`theta`	A `vec` containing the list of estimated parameters.
`desc`	A `vector<string>` containing a list of descriptors.
`objdesc`	A `field<vec>` containing a list of object descriptors.
`tau`	A `vec` containing the scales e.g. 2^tau

Value

A mat containing the wavelet variance of each process in the model

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

decomp_theoretical_wv

Description

Usage

Arguments

Value

simts

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