Functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.
|Author||Shahin Tavakoli [aut, cre]|
|Date of publication||2015-09-08 13:13:41|
|Maintainer||Shahin Tavakoli <firstname.lastname@example.org>|
Epanechnikov_kernel: The Epanechnikov weight function, with support in [-1,1]
ftsspec: ftsspec: collection of functions for estimating spectral...
Generate_filterMA: Generate the Filter of a multivariate MA process
Get_noise_sd: Get the square root of the covariance matrix associated to a...
lines.SampleSpecDiffFreq: Plotting function for 'SampleSpecDiffFreq' class
Marginal_basis_pval: Compute the marginal p-values at each basis coefficients of...
plot.SampleSpec: Plotting method for object inheriting from class 'SampleSpec'
plot.SampleSpecDiffFreq: Plotting function for 'SampleSpecDiffFreq' class
plot.SampleSpecDiffFreqCurvelength: Plotting method for class 'SampleSpecDiffFreqCurvelength'
plot.SpecMA: Plotting method for object inheriting from class 'SpecMA'
print.SampleSpecDiffFreqCurvelength: Printing method for class 'SampleSpecDiffFreqCurvelength'
PvalAdjust: Generic function to adjust pvalues
Simulate_new_MA: Simulate a new Moving Average (MA) vector time series and...
Spec: Compute Spectral Density of Functional Time Series
Spec_compare_fixed_freq: Test if two spectral density operators at some fixed...
Spec_compare_localize_freq: Compare the spectral density operator of two Functional Time...
Spec_compare_localize_freq_curvelength: Compare the spectral density operator of two Functional Time...
SpecMA: 'Spectral density operator of a MA vector process' Object