simulations-code/README.md

In stavakol/ftsspec: Spectral Density Estimation and Comparison for Functional Time Series

Numerical simulations files

First install the package 'ftsspec', available on CRAN, e.g. through install.packages('ftsspec') in R, or by downloading the binaries and installing them manually.

• grid-density.R: runs the numerical simulations for the effect of the gridsize for a given set of parameters (to be specified within the file). The sets of parameters used in the paper are given in the file "grid-density-SIMparameters.R".

• grid-density-SIMparameters.R : contains the set of parameters for the numerical simulations for the gridsize.

• localize-freq.R : runs the numerical simulations for assessing the level and power of the test for localizing differences between the spectral densities of two FTS in frequencies. This file runs the simulations for a given set of parameters (to be specified within the file). The sets of parameters used in the paper are given in the file "localize-freq-SIMparameters.R".

• localize-freq-SIMparameters.R : contains the set of parameters for the numerical simulations for the localization in frequencies.

stavakol/ftsspec documentation built on May 30, 2019, 10:43 a.m.