MCrossPeriodogram: Robust M-cross-periodogram
In acfMPeriod: Robust Estimation of the ACF from the M-Periodogram
Description
Usage
Arguments
Value
Author(s)
References
View source: R/MCrossPeriodogram.R
Description
This function computes the Robust M-cross-periodogram using M-regression.
Usage
1
MCrossPeriodogram(series1, series2)
Arguments
series1
univariate time series
series2
univariate time series
Value
a numeric vector containing the estimates of the cross-spectral density
Author(s)
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc
References
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.
acfMPeriod documentation built on July 23, 2019, 5:04 p.m.
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Description Usage Arguments Value Author(s) References
View source: R/MCrossPeriodogram.R
Description
This function computes the Robust M-cross-periodogram using M-regression.
Usage
1 | MCrossPeriodogram(series1, series2)
|
Arguments
series1 |
univariate time series |
series2 |
univariate time series |
Value
a numeric vector containing the estimates of the cross-spectral density
Author(s)
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc
References
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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