GenDY {mSTEM} | R Documentation |
Generate first-order differential of a smoothed sequence Y
GenDY(mu, z, gamma)
mu |
a vector of piecewise constant |
z |
a vector of stationary Gaussian random error |
gamma |
bandwidth of nonparameter smoothing |
a vector of the differential of Y
mu = GenMu(x=1:10,pos=seq(10,100,10),size=150)
z = GenZ(nu=2,size=150)
GenDY(mu=mu,z=z,gamma=4)