Defined as $$\varphi_{\textnormal{high}}(t; H,k)_n := V_{\textnormal{high}}(\psi_t; k)_n \qquad \textnormal{and} \qquad \varphi_{\textnormal{low}}(t; k)_n := V_{\textnormal{low}}(\psi_t; k)_n$$, where \(\psi_t(x):=cos(tx)\)
phi(t, k, path, H, freq)positive real number
increment order
sample path of lfsm on which the inference is to be performed
Hurst parameter
Frequency of the motion. It can take two values: "H" for high frequency and "L" for the low frequency setting.
Hurst parameter is required only in high frequency case. In the low frequency, there is no need to assign H a value because it will not be evaluated.
MOP18rlfsm