FGN {simts} | R Documentation |
Definition of a Fractional Gaussian Noise (FGN) Process
Description
Definition of a Fractional Gaussian Noise (FGN) Process
Usage
FGN(sigma2 = 1, H = 0.9999)
Arguments
sigma2 |
A |
H |
A |
Value
An S3 object containing the specified ts.model with the following structure:
- process.desc
Used in summary: "SIGMA2","H"
- theta
Parameter vector including
\sigma^2
,H
- plength
Number of parameters
String containing simplified model
- desc
"FGN"
- obj.desc
Depth of Parameters e.g. list(1,1)
- starting
Find starting values? TRUE or FALSE (e.g. specified value)
Author(s)
Lionel Voirol, Davide Cucci
Examples
FGN()
FGN(sigma2 = 1, H = 0.9999)
[Package simts version 0.2.2 Index]