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R
simts

derivative_first_matrix

Analytic D matrix of Processes

Description

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

Usage

derivative_first_matrix(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

Details

Function returns the matrix effectively known as "D"

Value

A matrix with the process derivatives going down the column

Author(s)

James Joseph Balamuta (JJB)

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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