Description Usage Arguments Value
Generic function for computing the multivariate DFT: assigns a correct weight to frequency zero (1/sqrt(2)).
1 | spec_comp(insamp, x, d)
|
insamp |
Length of in-sample portion of data (by default insamp=nrow(x)) |
x |
(Multivariate) Data: first column is the target series, the remaining columns are the explanatory series. |
d |
For d=1 a pseudo-DFT is implemented (default is d=0) |
weight_func (Multivariate) Discrete Fourier Transform
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