DeCAFS (version 3.2.3)

estimVar: Variance estimation for diff k operators

Description

Estimation of the variances for the diff k operator k = 1 to nbK

Usage

estimVar(y, nbK = 10, type = "MAD")

Arguments

y

A time-series obtained by the dataRWAR function

nbK

number of diff k elements to consider

type

type of robust variance estimator (MAD, S or Q)

Value

the vector varEst of estimated variances

Examples

# NOT RUN {
estimVar(dataRWAR(1000, sdEta = 0.1, sdNu = 0.1, phi = 0.3, type = "rand1",  nbSeg = 10)$y)
# }