sdfFGN: Spectral density function for FGN
In FGN: Fractional Gaussian Noise and power law decay time series model fitting
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Computes the spectral density function for the FGN model with parameter H
at the Fourier frequencies, 2*Pi*j/n, j=1,...,[n/2],
where n is the length of the time series.
The evaluation is very fast since bivariate interpolation is used.
Usage
1
sdfFGN(H, n)
Arguments
H
FGN parameter
n
length of time series
Details
The details of the implementation are discussed in the accompanying vignette.
Value
a vector of length [n/2] of the spectral density values.
Author(s)
A. I. McLeod and J. Veenstra
See Also
Examples
1
sdfFGN(0.7, 100)
FGN documentation built on May 30, 2017, 7:19 a.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Computes the spectral density function for the FGN model with parameter H at the Fourier frequencies, 2*Pi*j/n, j=1,...,[n/2], where n is the length of the time series. The evaluation is very fast since bivariate interpolation is used.
Usage
1 | sdfFGN(H, n)
|
Arguments
H |
FGN parameter |
n |
length of time series |
Details
The details of the implementation are discussed in the accompanying vignette.
Value
a vector of length [n/2] of the spectral density values.
Author(s)
A. I. McLeod and J. Veenstra
See Also
Examples
1 | sdfFGN(0.7, 100)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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