Common arguments used in several functions in this package.
series |
a T \times K array with |
U |
a T \times K array with |
mvspectrum.output |
an object of class |
f.U |
multivariate spectrum of class |
algorithm.control |
list; control settings for any iterative ForeCA
algorithm. See |
entropy.control |
list; control settings for entropy estimation.
See |
spectrum.control |
list; control settings for spectrum estimation.
See |
entropy.method |
string; method to estimate the entropy from discrete probabilities p_i; here probabilities are the spectral density evaluated at the Fourier frequencies, \widehat{p}_i = \widehat{f}(ω_i). |
spectrum.method |
string; method for spectrum estimation; see |
threshold |
numeric; values of spectral density below |
smoothing |
logical; if |
base |
logarithm base; entropy is measured in “nats” for
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