| cov.structure | Estimate the covariance structure within a given window k \in... |
| dpca.inverse | Retrieve a process from given scores |
| dpca.scores | Compute scores of dynamic principal components |
| dprcomp | Compute DPCA filter coefficients |
| filter.process | Generate a linear process from |
| fourier.transform | Compute fourier transform of given series of operators |
| freqdom | Create a frequency domain operator |
| freqdom.eigen | Eigendevompose a frequency domain operator at each frequency |
| freqdom.inverse | Compute an inverse of a given Frequency Domain Operator |
| freqdom.kronecker | Compute a kronecker product of two spectral densities |
| freqdom.product | Compute a product of two spectral densities |
| freqdom.ratio | Compute a ratio of two spectral densities |
| freqdom.transpose | Transpose pointwise timedom or freqdom object |
| grapes-c-grapes | Convolution of a process X with an operator A. |
| grapes-times-grapes | Frequency-wise or component-wise matrix product. |
| grapes-x-grapes | Frequency-wise or component-wise Kronecker product. |
| invfourier | Inverse Fourier transform for operators |
| is.freqdom | Check if a given object is a frequency domain matrix |
| is.timedom | Check if a given object is a time domain object |
| lagged.cov | Compute cross covariance with a given lag |
| lagreg.est | Estimate the optimal dimension in linear regression problem |
| linproc | Generate a linear process from |
| MSE | Compute a mean square error between X and Y |
| norm.spec | Compute a spectral norm of given matrix P |
| plot.freqdom | Plot a frequency domain operator |
| pseudoinverse | Invert first K eigendirections of the matrix. |
| rar | Simulate a multivariate autoregressive time series |
| rbb | Generate brownian bridges |
| rbm | Generate brownian motions |
| reg.dim.est | Estimate the optimal dimension in linear regression problem |
| reg.est | Estimate the optimal dimension in linear regression problem |
| reglag.significance | Test significance of coefficients in linear model estimator |
| rma | Moving avarege process |
| speclagreg | Estimate regresson operators in a lagged linear model |
| speclagreg.K | Determine the subspace dimension for inversion in... |
| spectral.density | Compute the cross spectral density of processes X and Y |
| timedom | Creates a time domain operator |
| timedom.norms | Compute operator norms of elements of a filter |
| timedom.trunc | Truncates a time domain object to specified lags |
