Description Usage Arguments Value
This function computes MSE (mean-square) DFA-solutions: no customization, univariate problems only, no regularization, no constraints
1 |
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. |
b optimal (MSE) filter coefficients
trffkt Complex transfer function of optimal (univariate MSE) filter
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