| cost {DeCAFS} | R Documentation |
L2 error estimation
Description
the least-square value
Usage
cost(v, sdEta, sdNu, phi)
Arguments
v |
the estimated variances of the diff k operator |
sdEta |
standard deviation in Random Walk |
sdNu |
standard deviation in AR(1) |
phi |
the autocorrelative AR(1) parameter |
Value
the value of the sum of squares
[Package DeCAFS version 3.3.3 Index]