R/SpecGap.R

In IndTestPP: Tests of Independence and Analysis of Dependence Between Point Processes in Time

Defines functions SpecGap

Documented in SpecGap

SpecGap <-
function(P)
{
	aux<-eigen(t(P),symmetric = FALSE)
	piE<-aux$vectors[,1]/sum(aux$vectors[,1])
	gap<-1-Mod(aux$values[2])
	return(list(SG=gap, pi=piE))
}

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