sdfFD: Spectral density function for FD

In FGN: Fractional Gaussian Noise and power law decay time series model fitting

Description

The spectral density function is evaluated at the Fourier frequencies, k/n, k=1,...,[n/2], for FD (fractionally differenced white noise).

Usage

sdfFD(d, n)

Arguments

d	FD parameter
n	series length

Value

vector of the sdf values

Author(s)

A. I. McLeod

See Also

GetFitFD

Examples

sdfFD(0.2, 50)

Example output

 [1] 0.3649644 0.2768099 0.2356772 0.2104480 0.1929369 0.1798913 0.1697205
 [8] 0.1615393 0.1548098 0.1491835 0.1444231 0.1403611 0.1368751 0.1338740
[15] 0.1312880 0.1290636 0.1271586 0.1255399 0.1241814 0.1230625 0.1221668
[22] 0.1214822 0.1209994 0.1207122 0.1206169

FGN documentation built on May 30, 2017, 7:19 a.m.