dot-computeSdNaive: Workhorse function for 'getSdNaive-SmoothedPG'.
In quantspec: Quantile-Based Spectral Analysis of Time Series
.computeSdNaive R Documentation
Workhorse function for getSdNaive-SmoothedPG.
Description
C++ implementation to increase performance.
Arguments
V
a 3-dimensional array of complex numbers; dimensions are
[N, K1, K2], where N frequencies are
\omega_j := 2\pi j/N for j=0,\ldots,N.
W
a vector of length W of length N used for smoothing.
Value
Returns an array with complex numbers
\sigma(\tau_1, \tau_2, \omega_j as defined in
Kley et. al (2016), p. 26.
References
Dette, H., Hallin, M., Kley, T. & Volgushev, S. (2015).
Of Copulas, Quantiles, Ranks and Spectra: an L_1-approach to
spectral analysis. Bernoulli, 21(2), 781–831.
[cf. http://arxiv.org/abs/1111.7205]
quantspec documentation built on Sept. 11, 2024, 9:15 p.m.
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| .computeSdNaive | R Documentation |
Workhorse function for getSdNaive-SmoothedPG.
Description
C++ implementation to increase performance.
Arguments
V |
a 3-dimensional array of complex numbers; dimensions are
|
W |
a vector of length |
Value
Returns an array with complex numbers
\sigma(\tau_1, \tau_2, \omega_j as defined in
Kley et. al (2016), p. 26.
References
Dette, H., Hallin, M., Kley, T. & Volgushev, S. (2015).
Of Copulas, Quantiles, Ranks and Spectra: an L_1-approach to
spectral analysis. Bernoulli, 21(2), 781–831.
[cf. http://arxiv.org/abs/1111.7205]
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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