ubgenerator: Compute the product of unit root differencing operators.
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
ubgenerator R Documentation
Compute the product of unit root differencing operators.
Description
Compute the product of unit root differencing operators.
Usage
ubgenerator(period, trunc.len, m, rho)
Arguments
period
Possibly non-integer period of sinusoids
trunc.len
Gives the maximal index of k, and is set to [period/2]
when trunc.len = NULL
m
Large integer giving number of cepstral coefficients
rho
Parameter between 0 and 1, can equal 1 for unit root case
Value
wolds: coefficients of product polynomial.
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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| ubgenerator | R Documentation |
Compute the product of unit root differencing operators.
Description
Compute the product of unit root differencing operators.
Usage
ubgenerator(period, trunc.len, m, rho)
Arguments
period |
Possibly non-integer period of sinusoids |
trunc.len |
Gives the maximal index of k, and is set to [period/2] when trunc.len = NULL |
m |
Large integer giving number of cepstral coefficients |
rho |
Parameter between 0 and 1, can equal 1 for unit root case |
Value
wolds: coefficients of product polynomial.
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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