Files in tomasrubin/specsimfts
Spectral domain simulation methods for functional time series
.Rbuildignore
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DESCRIPTION
NAMESPACE
R/BM_eig.R
R/CKL_covlagh_operator.R
R/CKL_simulate.R
R/FARFIMA_covlagh_operator.R
R/FARFIMA_simulate.R
R/FARFIMA_test_stationarity.R
R/apply_AR_part.R
R/filter_covlagh_operator.R
R/filter_simulate.R
R/kernel_from_eig.R
R/kernel_operator.R
R/rank_one_tensor.R
R/spec_density_covlagh_operator.R
R/spec_density_simulate.R
README.md
demo/demo_CKL.R
demo/demo_FARFIMA_as_filter.R
demo/demo_FARFIMA_as_filter_SVD.R
demo/demo_FARFIMA_spec_vs_hybrid.R
demo/demo_FARMA.R
demo/demo_FARMA_SVD.R
demo/demo_custom_filter.R
demo/demo_custom_filter_SVD.R
demo/demo_plain_spec_density.R
man/BM_eig.Rd
man/CKL_covlagh_operator.Rd
man/CKL_simulate.Rd
man/FARFIMA_covlagh_operator.Rd
man/FARFIMA_simulate.Rd
man/FARFIMA_test_stationarity.Rd
man/apply_AR_part.Rd
man/filter_covlagh_operator.Rd
man/filter_simulate.Rd
man/kernel_from_eig.Rd
man/kernel_operator.Rd
man/rank_one_tensor.Rd
man/spec_density_covlagh_operator.Rd
man/spec_density_simulate.Rd
simulation-studies-in-paper/ARMA, FARIMA.ipynb
simulation-studies-in-paper/arma_lowrank_covs/readme.txt
simulation-studies-in-paper/custom CKL - n_pc.ipynb
simulation-studies-in-paper/custom CKL speed.ipynb
simulation-studies-in-paper/custom_CKL_covs/readme.txt
simulation-studies-in-paper/farima_covs/readme.txt
simulation-studies-in-paper/figure_CKL_dependence_on_N.R
simulation-studies-in-paper/functions_simstudy.R
simulation-studies-in-paper/lietal/bug in Li et al (2019).txt
simulation-studies-in-paper/lietal/uasa_a_1604362_sm9135.r
simulation-studies-in-paper/lietal/uasa_a_1604362_sm9140 original.r
simulation-studies-in-paper/lietal/uasa_a_1604362_sm9140.r
simulation-studies-in-paper/precalculate_lagh_cov_ARMA_lowrank.R
simulation-studies-in-paper/precalculate_lagh_cov_FARIMA.R
simulation-studies-in-paper/precalculate_lagh_cov_custom_CKL.R
simulation-studies-in-paper/results/ARMA_lowrank_lags.csv
simulation-studies-in-paper/results/ARMA_lowrank_n_grid.csv
simulation-studies-in-paper/results/ARMA_lowrank_t_max.csv
simulation-studies-in-paper/results/FARIMA_lags.csv
simulation-studies-in-paper/results/FARIMA_n_grid.csv
simulation-studies-in-paper/results/FARIMA_t_max.csv
simulation-studies-in-paper/results/custom timing.txt
simulation-studies-in-paper/results/custom_CKL_1001.csv
simulation-studies-in-paper/simstudy_ARMA_lowrank.R
simulation-studies-in-paper/simstudy_FARIMA.R
simulation-studies-in-paper/simstudy_custom_HKL.R
simulation-studies-in-paper/simstudy_custom_HKL_timing_n_grid.R
simulation-studies-in-paper/simstudy_custom_HKL_timing_t_max.R
specsimfts.Rproj
