lambda_value {TSsmoothing}

Calculation of the lambda value.

Description

Obtains the lambda value for specific values of the smoothing level, correlation and length.

Usage

lambda_value(s, rho, N)

Arguments

s

is a scalar that specifies the smoothing level.

rho

is the estimated correlation of the two time series. If the time series is univariate rho should be 0.

N

the length of the bivariate time series.

Value

The value of lambda lambda_value that corresponds to a smoothing level s

A flag to indicate if the lambda value was read from ltable