post_spec_dsp: Compute the posterior distribution of the spectrum of a...
In drkowal/dsp: Dynamic Shrinkage Processes
post_spec_dsp R Documentation
Compute the posterior distribution of the spectrum of a TVAR(p) model
Description
Compute the posterior distribution of the spectrum of a TVAR(p) model
Usage
post_spec_dsp(post_ar_coefs, post_sigma_e, n.freq = 500)
Arguments
post_ar_coefs
(nsave x T x p) array of TVAR(p) coefficients
post_sigma_e
(nsave x 1) vector of observation standard deviation
n.freq
number of frequencies at which to evaluate the spectrum
Value
A list containing (1) the vector of frequencies at which the spectrum
was evaluated and (2) a (nsave x T x n.freq) array of the spectrum values
for each MCMC simulation at each time.
drkowal/dsp documentation built on July 19, 2023, 11:42 a.m.
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| post_spec_dsp | R Documentation |
Compute the posterior distribution of the spectrum of a TVAR(p) model
Description
Compute the posterior distribution of the spectrum of a TVAR(p) model
Usage
post_spec_dsp(post_ar_coefs, post_sigma_e, n.freq = 500)
Arguments
post_ar_coefs |
(nsave x T x p) array of TVAR(p) coefficients |
post_sigma_e |
(nsave x 1) vector of observation standard deviation |
n.freq |
number of frequencies at which to evaluate the spectrum |
Value
A list containing (1) the vector of frequencies at which the spectrum was evaluated and (2) a (nsave x T x n.freq) array of the spectrum values for each MCMC simulation at each time.
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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