deriv_rw {simts} | R Documentation |
Analytic D matrix Random Walk (RW) Process
Description
Obtain the first derivative of the Random Walk (RW) process.
Usage
deriv_rw(tau)
Arguments
tau |
A |
Value
A matrix
with the first column containing
the partial derivative with respect to \gamma^2
.
Process Haar WV First Derivative
Taking the derivative with respect to \gamma ^2
yields:
\frac{\partial }{{\partial {\gamma ^2}}}\nu _j^2\left( {{\gamma ^2}} \right) = \frac{{\tau _j^2 + 2}}{{12{\tau _j}}}
Author(s)
James Joseph Balamuta (JJB)
[Package simts version 0.2.2 Index]