Man pages for wiaidp/MDFA
Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)

centraldev_original_funcThis function transforms grand-mean parametrization back to...
des_mat_funcThis function sets-up the data-based part of the design...
dfa_analyticThis function computes MSE (mean-square) DFA-solutions as...
dfa_msThis function computes MSE (mean-square) DFA-solutions: no...
mat_funcThis function sets-up the design matrix of the generic...
mdfa_analyticMain estimation routine: Sets-up the generic optimization...
MDFA_custSimplified call for multivariate customization: no...
MDFA_cust_constraintSimplified call for multivariate customization with filter...
MDFA_MSESimplified call for multivariate MSE estimation: no...
MDFA_mse_constraintSimplified call for multivariate MSE estimation with filter...
MDFA_regSimplified call for multivariate MSE and customization with...
MDFA_reg_constraintSimplified call for multivariate MSE/customization with...
MS_decomp_totalThis function decomposes the MSE-criterion into Accuracy,...
perSimple function for computing DFT and periodogram (based on...
periodogram_bpPeriodogram and DFT function: can handle more general cases...
Q_reg_funcThis function sets-up the regularization matrices
reg_mat_funcThis function calls the regularization settings (bilinear...
spec_compGeneric function for computing the multivariate DFT: assigns...
spec_mat_compThis function sets-up the spectral matrix for closed-form...
structure_funcThis function allows for additional structure in the...
w_eight_funcThis function specifies the constant in case of filter...
white_noise_synchronicityThis function allows for particular parametrizations of DFT...
wiaidp/MDFA documentation built on Feb. 21, 2018, 12:35 p.m.