dfa_ms: This function computes MSE (mean-square) DFA-solutions: no...
In wiaidp/MDFA: Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
Description
Usage
Arguments
Value
Description
This function computes MSE (mean-square) DFA-solutions: no customization, univariate problems only, no regularization, no constraints
Usage
1
Arguments
L
Filter length
periodogram
Periodogram (as generated by function per)
Lag
Backcast (Lag>0), Nowcast (Lag=0) or Forecast (Lag<0)
Gamma
Generic target specification: typically symmetric Lowpass (trend) or Bandpass (cycle) filters. Highpass and anticipative allpass (forecast) can be specified too.
Value
b optimal (MSE) filter coefficients
trffkt Complex transfer function of optimal (univariate MSE) filter
wiaidp/MDFA documentation built on June 26, 2019, 1:07 p.m.
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Description Usage Arguments Value
Description
This function computes MSE (mean-square) DFA-solutions: no customization, univariate problems only, no regularization, no constraints
Usage
1 |
Arguments
L |
Filter length |
periodogram |
Periodogram (as generated by function per) |
Lag |
Backcast (Lag>0), Nowcast (Lag=0) or Forecast (Lag<0) |
Gamma |
Generic target specification: typically symmetric Lowpass (trend) or Bandpass (cycle) filters. Highpass and anticipative allpass (forecast) can be specified too. |
Value
b optimal (MSE) filter coefficients
trffkt Complex transfer function of optimal (univariate MSE) filter
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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