mSTEM (version 1.0-1)

GenDY: Generate first-order differential of a smoothed sequence Y

Description

Generate first-order differential of a smoothed sequence Y

Usage

GenDY(mu, z, gamma)

Arguments

mu

a vector of piecewise constant

z

a vector of stationary Gaussian random error

gamma

bandwidth of nonparameter smoothing

Value

a vector of the differential of Y

See Also

GenMu/GenZ

Examples

# NOT RUN {
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)
# }