deriv_wn {simts} | R Documentation |
Obtain the first derivative of the Gaussian White Noise (WN) process.
deriv_wn(tau)
tau |
A |
A matrix
with the first column containing
the partial derivative with respect to \sigma^2
.
Taking the derivative with respect to \sigma^2
yields:
\frac{\partial }{{\partial {\sigma ^2}}}\nu _j^2\left( {{\sigma ^2}} \right) = \frac{1}{{{\tau _j}}}
James Joseph Balamuta (JJB)