spec_dsp: Compute the spectrum of an AR(p) model

In dsp: Dynamic Shrinkage Process and Change Point Detection

Compute the spectrum of an AR(p) model

Description

Compute the spectrum of an AR(p) model

Usage

spec_dsp(ar_coefs, sigma_e, n.freq = 500)

Arguments

ar_coefs	(p x 1) vector of AR(p) coefficients
sigma_e	observation standard deviation
n.freq	number of frequencies at which to evaluate the spectrum

Value

A (n.freq x 2) matrix where the first column is the frequencies and the second column is the spectrum evaluated at that frequency

dsp documentation built on Aug. 21, 2025, 5:29 p.m.