cov_swdft_cnum: Covariance between two complex-numbered outputs

Description Usage Arguments Value

View source: R/covariance.R

Description

Covariance between two complex-numbered outputs

Usage

1
cov_swdft_cnum(k, l, delta, n, sigma)

Arguments

k

frequency of first coefficient

l

frequency of second coefficient

delta

window position shift of second coefficient

n

window size

sigma

white noise standard error

Value

complex-valued number of the covariance


swdft documentation built on May 2, 2019, 2:27 a.m.