structure_func: This function allows for additional structure in the...
In wiaidp/MDFA: Signalextraction and Forecasting Based on the Multivariate Direct Filter Approach (MDFA)
Description
Usage
Arguments
Value
Description
This function allows for additional structure in the optimization criteria (features are not implemented yet)
Usage
1
structure_func(weight_func, spec_mat)
Arguments
weight_func
DFT-matrix
spec_mat
Spectral matrix
Value
Gamma_structure Target structure
spec_mat_structure Spectral matrix structure
Gamma_structure_diff Differenced target structure
spec_mat_structure Differenced spectral matrix structure
wiaidp/MDFA documentation built on June 26, 2019, 1:07 p.m.
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Description Usage Arguments Value
Description
This function allows for additional structure in the optimization criteria (features are not implemented yet)
Usage
1 | structure_func(weight_func, spec_mat)
|
Arguments
weight_func |
DFT-matrix |
spec_mat |
Spectral matrix |
Value
Gamma_structure Target structure
spec_mat_structure Spectral matrix structure
Gamma_structure_diff Differenced target structure
spec_mat_structure Differenced spectral matrix structure
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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