Spec_compare_localize_freq_curvelength: Compare the spectral density operator of two Functional Time...

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

Description

Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ, and (spatial) regions where they differ

Usage

Spec_compare_localize_freq_curvelength(X, Y, B.T = (dim(X)[1])^(-1/5), W,
  alpha = 0.05, accept = 0, reject = 1, verbose = 0, demean = FALSE)

Arguments

X	The T \times nbasis matrices of containing the coordinates, expressed in some functional basis, of the two FTS that to be compared. expressed in a basis.
Y	The T \times nbasis matrices of containing the coordinates, expressed in some functional basis, of the two FTS that to be compared. expressed in a basis.
B.T	The bandwidth of frequencies over which the periodogram operator is smoothed. If B.T=0, the periodogram operator is returned.
W	The weight function used to smooth the periodogram operator. Set by default to be the Epanechnikov kernel
alpha	level for the test
accept,reject	values for accepted, rejected regions
verbose	A variable to show the progress of the computations. By default, verbose=0.
demean	A logical variable to choose if the FTS is centered before computing its spectral density operator.

Examples

ma.scale2=ma.scale1=c(-1.4,2.3,-2)
ma.scale2[3] = ma.scale1[3]+.4
a1=Generate_filterMA(10, 10, MA.len=3, ma.scale=ma.scale1)
a2=Generate_filterMA(10, 10, MA.len=3, ma.scale=ma.scale2)
X=Simulate_new_MA(a1, T.len=2^9, noise.type='wiener')
Y=Simulate_new_MA(a2, T.len=2^9, noise.type='wiener')
ans0=Spec_compare_localize_freq_curvelength(X, Y, W=Epanechnikov_kernel, alpha=.01, demean=TRUE)
print(ans0)
plot(ans0)
rm(ma.scale1, ma.scale2, a1, a2, X, Y, ans0)

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