Description Usage Arguments Details Value Author(s) See Also Examples
Computes the spectral density function for the PLA model with parameter a 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. Bivariate interpolation and asymptotic approximation are used.
1 | sdfPLA(a, n)
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a |
PLA parameter |
n |
length of time series |
The details of the implementation are discussed in the accompanying vignette. The parameter a should be in the interval (0,2). series n should be greater than 2.
a vector of length [n/2] of the spectral density values.
A. I. McLeod and J. Veenstra
1 | sdfPLA(0.2, 100)
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