fHMM (version 0.3.0)

compute_fs: Fine-scale chunk lengths

Description

Computes (flexible) fine-scale chunk lengths.

Usage

compute_fs(fs_time_horizon, T = NA, fs_dates = NA)

Arguments

fs_time_horizon

Either a numeric or one of "w", "m", "q", "y", setting the fine-scale dimension.

T

A numeric, the dimension of the coarse-scale process, default NA.

fs_dates

A vector of dates of empirical fine-scale observations, default NA.

Value

A vector of fine-scale chunk sizes.