Man pages for freqdom
Frequency Domain Based Analysis: Dynamic PCA

cov.structureEstimate cross-covariances of two stationary multivariate...
dot-freqdomFrequency-wise difference of freqdom objects
dot-timedomTime-wise difference of freqdom objects
dpcaCompute Dynamic Principal Components and dynamic Karhunen...
dpca.filtersCompute DPCA filter coefficients
dpca.KLexpansionDynamic KL expansion
dpca.scoresObtain dynamic principal components scores
dpca.varProportion of variance explained
filter.processConvolute (filter) a multivariate time series using a...
fourier.inverseCoefficients of a discrete Fourier transform
fourier.transformComputes the Fourier transformation of a filter given as...
freqdomCreate an object corresponding to a frequency domain...
freqdom.eigenEigendecompose a frequency domain operator at each frequency
freqdom-packageFrequency domain basde analysis: dynamic PCA
freqdom.productCompute a matrix product of two frequency-domain operators
freqdom.transposeCompute a transpose of a given frequency-domain operator at...
grapes-times-grapesFrequency-wise product of freqdom objects
is.freqdomChecks if an object belongs to the class freqdom
is.timedomChecks if an object belongs to the class timedom
plus-.freqdomFrequency-wise sum of freqdom objects
plus.freqdomFrequency-wise sum of freqdom objects
plus-.timedomTime-wise sum of freqdom objects
print.freqdomPrint freqdom object
print.timedomPrint timedom object
rarSimulate a multivariate autoregressive time series
revInvert order of lags or grid parameters of a 'timedom' or...
rev.timedomrev Reverts order of lags in an object of class 'timedom'
rmaMoving average process
spectral.densityCompute empirical spectral density
summary.freqdomPrint object summary
summary.timedomPrint object summary
timedomDefines a linear filter
timedom.normsCompute operator norms of elements of a filter
timedom.truncChoose lags of an object of class 'timedom'
freqdom documentation built on April 18, 2022, 5:05 p.m.