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.