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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