sdfPLS: Spectral density function for PLS

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

View source: R/sdfPLS.R

Description

Computes the spectral density function for the PLS 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.

Usage

1
sdfPLS(p, n)

Arguments

p

PLS parameter

n

length of time series

Details

The details of the implementation are discussed in the accompanying vignette. The parameter p should be in the interval (0, 2) and the length of the series n should be greater than 2.

Value

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

Author(s)

A. I. McLeod

See Also

sdfFD

Examples

1
sdfPLS(0.2, 100)

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