Description Usage Arguments Value Author(s) References See Also
Obtain multivariate log-periodogram. Not often used by itself, but is used as part of cep.mtm
.
1 | lperd.mtm(x,nw,k)
|
x |
N by n matrix containing n training time series each with length N. |
nw |
Width of tapers used in multitaper spectral estimation. |
k |
Number of tapers used in multitaper spectral estimation. |
freq |
Fourier frequencies from 0 to 1. |
lspec |
Log-periodogram. |
spec |
Periodigram on the natural scale. |
Robert Krafty rkrafty@pitt.edu
Krafty, RT (2016) Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability. Journal of Time series analysis
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