localgaussSpec: localgaussSpec

Description Details Simulating data Computation of local Gaussian approximations Computation of local Gaussian spectra Computation of bootstrap-based confidence intervals

Description

A package for the investigation of time series by means of Local Gaussian Spectral Densities.

Details

The localgaussSpec package contains the functions needed for the investigation by means of local Gaussian approximations. Moreover, it also contains copies of the scripts needed for a reproduction of results mentioned in ... See <helper-function> for details.

Simulating data

Some stuff about the functions used for simulations, and the format of the result.

Computation of local Gaussian approximations

blah blah...

Computation of local Gaussian spectra

blah blah...

Computation of bootstrap-based confidence intervals

blah blah...


LAJordanger/localgaussSpec documentation built on Nov. 27, 2018, 11:34 p.m.