freqdom.inverse: Compute an inverse of a given Frequency Domain Operator
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
See Also
View source: R/freqdom.inverse.R
Description
For given Frequency Domain Operator S computes ratio S^{-1} at each frequency.
Usage
1
freqdom.inverse(S, n = NULL, Kconst = NULL, K = NULL)
Arguments
S
first spectral density
n
number of observations used for estimation - the precision of inversion is calculated using this parameter
Kconst
constant for heuristic (as in reg.dim.est)
K
how many directions should be inverted (as in pseudoinverse)
Value
Frequency Domain Operator object
See Also
freqdom.product, freqdom.ratio
freqdom documentation built on May 31, 2017, 4:18 a.m.
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Description Usage Arguments Value See Also
View source: R/freqdom.inverse.R
Description
For given Frequency Domain Operator S computes ratio S^{-1} at each frequency.
Usage
1 | freqdom.inverse(S, n = NULL, Kconst = NULL, K = NULL)
|
Arguments
S |
first spectral density |
n |
number of observations used for estimation - the precision of inversion is calculated using this parameter |
Kconst |
constant for heuristic (as in |
K |
how many directions should be inverted (as in |
Value
Frequency Domain Operator object
See Also
freqdom.product, freqdom.ratio
freqdom documentation built on May 31, 2017, 4:18 a.m.
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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