covmat_bi

This function allows us to calculate the theoretical covariance matrix of a bias-instability
process.

Implements the allan variance and allan variance linear regression estimator for latent time series models. More details about the method can be found, for example, in Guerrier, S., Molinari, R., & Stebler, Y. (2016) <doi:10.1109/LSP.2016.2541867>.

St<c3><a9>phane Guerrier

avar

Allan Variance

Stéphane Guerrier

James Balamuta

Gaetan Bakalli

Roberto Molinari

Justin Lee

Ahmed Radi

Haotian Xu

Yuming Zhang

Nathanael Claussen

Lionel Voirol

covmat_bi function

<dl><dt>sigma2</dt>
<dd>A <code>double</code> value for the variance parameter \(\sigma ^2\).</dd>
<dt>n_total</dt>
<dd>An <code>integer</code> indicating the length of the whole bias-instability process.</dd>
<dt>n_block</dt>
<dd>An <code>integer</code> indicating the length of each block of the bias-instability
process.</dd></dl>

Arguments

Author

Calculate Theoretical Covariance Matrix of Bias-Instability Process — covmat_bi

<dl>

<dt>sigma2</dt>
<dd>A <code>double</code> value for the variance parameter \(\sigma ^2\).</dd>


<dt>n_total</dt>
<dd>An <code>integer</code> indicating the length of the whole bias-instability process.</dd>


<dt>n_block</dt>
<dd>An <code>integer</code> indicating the length of each block of the bias-instability
process.</dd>

</dl>

Calculate Theoretical Covariance Matrix of Bias-Instability Process

covmat_bi: Calculate Theoretical Covariance Matrix of Bias-Instability Process

Description

Usage

Value

Arguments

Author

Examples