Class constructor for block- and time-dependent wavelet-based FD model parameter estimators.
wavFDP(estimator, delta, variance.delta,
innovations.variance, delta.range, dictionary, levels,
edof.mode, boundary, series, sdf.method, type)
character string briefly describing the estimator.
numeric value/vector denoting the estimated FD model parameter.
numeric value/vector denoting the estimated FD innovations variance.
numeric value/vector defining the variance of delta.
two element numeric vector defining the range of delta.
wavelet transform dictionary used in the analysis.
vector of integers denoting the wavelet decomposition levels used in the analysis.
an integer on [1,3] defining the equivalent degrees of freedom mode used in the analysis.
a list containing named objects mode
and description
, containing
a logical value and a character string, respectively. The mode
object should be
be TRUE
if a boundary treatment was used, and description
should contain
a description of the boundary treatment.
a signSeries object containing the input series.
a character string defining the SDF method used in
the analysis, e.g., "Integration lookup table"
.
a character string defining the type of estimator,
e.g., ""instantaneous""
or "block"
.
extended data analyis plot of the data. Available options are:
mean value of delta, plotted as a horizontal reference
line for instantaneous delat estimations. Default: NULL
(no reference line).
character string defining the x-axis label. Default: "Time"
.
character string defining the y-axis label. Default: biased/unbiased and estimator condition.
character string defining the main title of the plot. Default: NULL
(no title).
character string defining type of plot ala par
function. Default: "l"
(solid line).
plots a summary of the results. Available options are:
mean value of delta, plotted as a horizontal reference
line for instantaneous delat estimations. Default: NULL
(no reference line).
character string defining the x-axis label. Default: "Time"
.
character string defining the y-axis label. Default: biased/unbiased and estimator condition.
character string defining the main title of the plot. Default: NULL
(no title).
character string defining type of plot ala par
function. Default: "l"
(solid line).
a logical value. If TRUE
, a key of the plot is shown. Default: TRUE
.
color index ala par
for the confidence intervals. Default: 16
.
prints the object. Available options are:
number of digits to use in displaying numeric values. Default: 5
.
print a summary of the results.
create a summary of the results.
# NOT RUN {
## create a faux dictionary
dictionary <- wavDictionary(wavelet="s8",
dual=FALSE, decimate=FALSE, n.sample=512,
attr.x=NULL, n.levels=5,
boundary="periodic", conv=TRUE,
filters=wavDaubechies("s8"),
fast=TRUE, is.complex=FALSE)
## construct a faux wavFDP object
z <- wavFDP(estimator="wlse",
delta=0.45,
variance.delta=1.0,
innovations.variance=1.0,
delta.range=c(-10.0,10.0),
dictionary=dictionary,
levels=c(1,3:4),
edof.mode=2,
boundary=list(mode=TRUE,description="unbiased"),
series=create.signalSeries(fdp045),
sdf.method="Integration lookup table",
type="block")
## print the result
print(z)
# }
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