# Spec_compare_localize_freq_curvelength: Compare the spectral density operator of two Functional Time... In ftsspec: Spectral Density Estimation and Comparison for Functional Time Series

## Description

Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ, and (spatial) regions where they differ

## Usage

 1 2 Spec_compare_localize_freq_curvelength(X, Y, B.T = (dim(X))^(-1/5), W, alpha = 0.05, accept = 0, reject = 1, verbose = 0, demean = FALSE) 

## Arguments

 X The T \times nbasis matrices of containing the coordinates, expressed in some functional basis, of the two FTS that to be compared. expressed in a basis. Y The T \times nbasis matrices of containing the coordinates, expressed in some functional basis, of the two FTS that to be compared. expressed in a basis. B.T The bandwidth of frequencies over which the periodogram operator is smoothed. If B.T=0, the periodogram operator is returned. W The weight function used to smooth the periodogram operator. Set by default to be the Epanechnikov kernel alpha level for the test accept,reject values for accepted, rejected regions verbose A variable to show the progress of the computations. By default, verbose=0. demean A logical variable to choose if the FTS is centered before computing its spectral density operator.

## Examples

  1 2 3 4 5 6 7 8 9 10 ma.scale2=ma.scale1=c(-1.4,2.3,-2) ma.scale2 = ma.scale1+.4 a1=Generate_filterMA(10, 10, MA.len=3, ma.scale=ma.scale1) a2=Generate_filterMA(10, 10, MA.len=3, ma.scale=ma.scale2) X=Simulate_new_MA(a1, T.len=2^9, noise.type='wiener') Y=Simulate_new_MA(a2, T.len=2^9, noise.type='wiener') ans0=Spec_compare_localize_freq_curvelength(X, Y, W=Epanechnikov_kernel, alpha=.01, demean=TRUE) print(ans0) plot(ans0) rm(ma.scale1, ma.scale2, a1, a2, X, Y, ans0) 

ftsspec documentation built on May 1, 2019, 7:04 p.m.