sigex.wkmse: Signal extraction error spectrum from bi-infinite sample
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
sigex.wkmse R Documentation
Signal extraction error spectrum from bi-infinite sample
Description
Signal extraction error spectrum from bi-infinite sample
Usage
sigex.wkmse(data.ts, param, mdl, sigcomps, grid)
Arguments
data.ts
A T x N matrix ts object
param
model parameters entered into
a list object with an intuitive structure.
mdl
The specified sigex model, a list object
sigcomps
Indices of the latent components composing the signal
grid
Desired number of frequencies for spectrum calculations
Value
frf.wk: array of dimension c(N,N,grid), with complex number entries
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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.
| sigex.wkmse | R Documentation |
Signal extraction error spectrum from bi-infinite sample
Description
Signal extraction error spectrum from bi-infinite sample
Usage
sigex.wkmse(data.ts, param, mdl, sigcomps, grid)
Arguments
data.ts |
A T x N matrix ts object |
param |
model parameters entered into a list object with an intuitive structure. |
mdl |
The specified sigex model, a list object |
sigcomps |
Indices of the latent components composing the signal |
grid |
Desired number of frequencies for spectrum calculations |
Value
frf.wk: array of dimension c(N,N,grid), with complex number entries
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.