specFact: Compute the spectral factorization of a given p.d. sequence
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
specFact R Documentation
Compute the spectral factorization of a given p.d. sequence
Description
Compute the spectral factorization of a given p.d. sequence
Usage
specFact(poly)
Arguments
poly
A symmetric vector of coefficients, which is p.d.
Value
theta: the spectral factorization, such that
poly(z,z^-1) = theta(z) * theta(z^-1)
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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| specFact | R Documentation |
Compute the spectral factorization of a given p.d. sequence
Description
Compute the spectral factorization of a given p.d. sequence
Usage
specFact(poly)
Arguments
poly |
A symmetric vector of coefficients, which is p.d. |
Value
theta: the spectral factorization, such that poly(z,z^-1) = theta(z) * theta(z^-1)
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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