| kpacf_fbn {tscopula} | R Documentation |
KPACF of fractional Brownian noise
Description
KPACF of fractional Brownian noise
Usage
kpacf_fbn(k, theta)
Arguments
k |
number of lags |
theta |
parameter of process |
Value
A vector of Kendall partial autocorrelations of length k.
[Package tscopula version 0.3.9 Index]