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DeCAFS (version 3.3.3)

evalEtaNu: RW and AR(1) variance estimations with fixed AR(1) parameter

Description

Evaluation of the variances Eta2 and Nu2

Usage

evalEtaNu(v, phi, sdEta = TRUE)

Value

a list with an estimation of the variances Eta2 and Nu2

Arguments

v

the estimated variances of the diff k operator

phi

the autocorrelative AR(1) parameter

sdEta

if sdEta = FALSE there is no random walk