sdfPLA: Spectral density function for PLA

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/sdfPLA.R

Description

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.

Usage

1
sdfPLA(a, n)

Arguments

a

PLA parameter

n

length of time series

Details

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.

Value

a vector of length [n/2] of the spectral density values.

Author(s)

A. I. McLeod and J. Veenstra

See Also

sdfFD

Examples

1
sdfPLA(0.2, 100)

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