Retrieve_stats {rlfsm} | R Documentation |
Retrieve statistics(bias, variance) of estimators based on a set of paths
Description
Retrieve statistics(bias, variance) of estimators based on a set of paths
Usage
Retrieve_stats(paths, true_val, Est, ...)
Arguments
paths |
real-valued matrix representing sample paths of the stochastic process being studied |
true_val |
true value of the estimated parameter |
Est |
estimator (i.e. H_hat) |
... |
parameters to pass to Est |
Examples
m<-45; M<-60; N<-2^10-M
alpha<-1.8; H<-0.8; sigma<-0.3
freq='L';t1=1; t2=2
r=1; k=2; p=0.4
Y<-paths(N_var=10,parallel=TRUE,N=N,m=m,M=M,
alpha=alpha,H=H,sigma=sigma,freq='L',
disable_X=FALSE,levy_increments=NULL)
Retrieve_stats(paths=Y,true_val=sigma,Est=sigma_hat,t1=t1,k=2,alpha=alpha,H=H,freq="L")
[Package rlfsm version 1.1.2 Index]