SIN {simts} | R Documentation |
Definition of a Sinusoidal (SIN) Process
Description
Definition of a Sinusoidal (SIN) Process
Usage
SIN(alpha2 = 9e-04, beta = 0.06, U = NULL)
Arguments
alpha2 |
A |
beta |
A |
U |
A |
Value
An S3 object containing the specified ts.model with the following structure:
- process.desc
Used in summary: "ALPHA2","BETA"
- theta
Parameter vector including
\alpha^2
,\beta
- plength
Number of parameters
String containing simplified model
- desc
"SIN"
- obj.desc
Depth of Parameters e.g. list(1,1)
- starting
Find starting values? TRUE or FALSE (e.g. specified value)
Note
We consider the following sinusoidal process :
X_t = \alpha \sin(\beta t + U)
, where U \sim \mathcal{U}(0, 2\pi)
and \beta \in (0, \frac{\pi}{2})
Author(s)
Lionel Voirol
Examples
SIN()
SIN(alpha2 = .5, beta = .05)
[Package simts version 0.2.2 Index]