Man pages for tomasrubin/specsimfts
Spectral domain simulation methods for functional time series
| apply_AR_part | Apply the autoregressive recursion in the temporal domain |
| BM_eig | Brownian motion kernel eigendecomposition |
| CKL_covlagh_operator | Calculate the lag-h autocovariance operator for functional... |
| CKL_simulate | Simulate FTS given its harmonic KL decomposition |
| FARFIMA_covlagh_operator | Calculate the lag-h autocovariance operator of the... |
| FARFIMA_simulate | Simulate the FARFIMA(p,d,q) process in the spectral domain |
| FARFIMA_test_stationarity | Check stationarity of the FARFIMA(p,d,q) process |
| filter_covlagh_operator | Calculate the lag-h autocovariance operator for FTS defined... |
| filter_simulate | Simulate a FTS defined as a filter of a white noise |
| kernel_from_eig | Produces a kernel function from given eigendecomposition |
| kernel_operator | Apply the integral operator defined by its kernel |
| rank_one_tensor | Apply the rank-one-tensor onto a function |
| spec_density_covlagh_operator | Calculate the lag-h autocovariance operator for FTS defined... |
| spec_density_simulate | Simulate a FTS given by its spectral density operator |
