freqdom.inverse: Compute an inverse of a given Frequency Domain Operator

In freqdom: Frequency Domain Analysis for Multivariate Time Series

Description

For given Frequency Domain Operator S computes ratio S^{-1} at each frequency.

Usage

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.