Man pages for freqdom
Frequency Domain Based Analysis: Dynamic PCA
| cov.structure | Estimate cross-covariances of two stationary multivariate... |
| dot-freqdom | Frequency-wise difference of freqdom objects |
| dot-timedom | Time-wise difference of freqdom objects |
| dpca | Compute Dynamic Principal Components and dynamic Karhunen... |
| dpca.filters | Compute DPCA filter coefficients |
| dpca.KLexpansion | Dynamic KL expansion |
| dpca.scores | Obtain dynamic principal components scores |
| dpca.var | Proportion of variance explained |
| filter.process | Convolute (filter) a multivariate time series using a... |
| fourier.inverse | Coefficients of a discrete Fourier transform |
| fourier.transform | Computes the Fourier transformation of a filter given as... |
| freqdom | Create an object corresponding to a frequency domain... |
| freqdom.eigen | Eigendecompose a frequency domain operator at each frequency |
| freqdom-package | Frequency domain basde analysis: dynamic PCA |
| freqdom.product | Compute a matrix product of two frequency-domain operators |
| freqdom.transpose | Compute a transpose of a given frequency-domain operator at... |
| grapes-times-grapes | Frequency-wise product of freqdom objects |
| is.freqdom | Checks if an object belongs to the class freqdom |
| is.timedom | Checks if an object belongs to the class timedom |
| plus-.freqdom | Frequency-wise sum of freqdom objects |
| plus.freqdom | Frequency-wise sum of freqdom objects |
| plus-.timedom | Time-wise sum of freqdom objects |
| print.freqdom | Print freqdom object |
| print.timedom | Print timedom object |
| rar | Simulate a multivariate autoregressive time series |
| rev | Invert order of lags or grid parameters of a 'timedom' or... |
| rev.timedom | rev Reverts order of lags in an object of class 'timedom' |
| rma | Moving average process |
| spectral.density | Compute empirical spectral density |
| summary.freqdom | Print object summary |
| summary.timedom | Print object summary |
| timedom | Defines a linear filter |
| timedom.norms | Compute operator norms of elements of a filter |
| timedom.trunc | Choose lags of an object of class 'timedom' |
