powerKernelTau {BSS} | R Documentation |
powerKernelTau
evaluates the scale factor tau_n for the power law kernel using
numerical integration for the covariance term, and exact evaluation for the variance term.
powerKernelTau(n, alpha, beta)
n |
a positive integer indicating the number of observations per unit of time. |
alpha |
the smoothness parameter, alpha, for the power law kernel. |
beta |
the exponent parameter, beta, for the power law kernel. |
The function returns the scale factor (tau_n) for the power law kernel with
parameters alpha
and beta
, observed at frequency n
per unit of time.