spec_comp: Generic function for computing the multivariate DFT: assigns...
In wiaidp/MDFA: Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
Description
Usage
Arguments
Value
Description
Generic function for computing the multivariate DFT: assigns a correct weight to frequency zero (1/sqrt(2)).
Usage
1
spec_comp(insamp, x, d)
Arguments
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)
Value
weight_func (Multivariate) Discrete Fourier Transform
wiaidp/MDFA documentation built on June 26, 2019, 1:07 p.m.
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Description Usage Arguments Value
Description
Generic function for computing the multivariate DFT: assigns a correct weight to frequency zero (1/sqrt(2)).
Usage
1 | spec_comp(insamp, x, d)
|
Arguments
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) |
Value
weight_func (Multivariate) Discrete Fourier Transform
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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