library(RTDE) ##### # (1) simulation omega <- 1/2 m <- 48 n <- 100 obs <- cbind(rupareto(n), rupareto(n)) + rupareto(n) #function of m system.time( x <- fitRTDE(obs, nbpoint=m:(n-m), 0, 1/2) ) x summary(x) plot(x, which=1) plot(x, which=2) #function of m, alpha system.time( x <- fitRTDE(obs, nbpoint=m:(n-m), alpha=c(0, .25), omega=omega, control=list(trace=0)) ) x dim(x$eta) dimnames(x$eta) summary(x) str(x) plot(x, which=1) plot(x, which=2) #function of m, alpha, omega system.time( x <- fitRTDE(obs, nbpoint=m:(n-m), alpha=c(0, .25), omega=c(1/2, 1/3), control=list(trace=0)) ) x dim(x$eta) dimnames(x$eta) summary(x) plot(x, which=1) plot(x, which=2)