| Get_noise_sd {ftsspec} | R Documentation |
Get the square root of the covariance matrix associated to a noise type
Description
Get the square root of the covariance matrix associated to a noise type
Usage
Get_noise_sd(noise.type, d.n)
Arguments
noise.type |
the type of noise that is driving the MA process. See Details section. |
d.n |
dimension of the noise that is filtered |
[Package ftsspec version 1.0.0 Index]