Man pages for wiaidp/MDFA
Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
| centraldev_original_func | This function transforms grand-mean parametrization back to... |
| des_mat_func | This function sets-up the data-based part of the design... |
| dfa_analytic | This function computes MSE (mean-square) DFA-solutions as... |
| dfa_ms | This function computes MSE (mean-square) DFA-solutions: no... |
| mat_func | This function sets-up the design matrix of the generic... |
| mdfa_analytic | Main estimation routine: Sets-up the generic optimization... |
| MDFA_cust | Simplified call for multivariate customization: no... |
| MDFA_cust_constraint | Simplified call for multivariate customization with filter... |
| MDFA_MSE | Simplified call for multivariate MSE estimation: no... |
| MDFA_mse_constraint | Simplified call for multivariate MSE estimation with filter... |
| MDFA_reg | Simplified call for multivariate MSE and customization with... |
| MDFA_reg_constraint | Simplified call for multivariate MSE/customization with... |
| MS_decomp_total | This function decomposes the MSE-criterion into Accuracy,... |
| per | Simple function for computing DFT and periodogram (based on... |
| periodogram_bp | Periodogram and DFT function: can handle more general cases... |
| Q_reg_func | This function sets-up the regularization matrices |
| reg_mat_func | This function calls the regularization settings (bilinear... |
| spec_comp | Generic function for computing the multivariate DFT: assigns... |
| spec_mat_comp | This function sets-up the spectral matrix for closed-form... |
| structure_func | This function allows for additional structure in the... |
| w_eight_func | This function specifies the constant in case of filter... |
| white_noise_synchronicity | This function allows for particular parametrizations of DFT... |
