powerKernelTau {BSS}

Scale factor for the power law kernel

Description

powerKernelTau evaluates the scale factor tau_n for the power law kernel using numerical integration for the covariance term, and exact evaluation for the variance term.

Usage

powerKernelTau(n, alpha, beta)

Arguments

n

a positive integer indicating the number of observations per unit of time.

alpha

the smoothness parameter, alpha, for the power law kernel.

beta

the exponent parameter, beta, for the power law kernel.

Value

The function returns the scale factor (tau_n) for the power law kernel with parameters alpha and beta, observed at frequency n per unit of time.