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
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 2, 2019, 5:55 p.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.
Description Usage Arguments Value See Also
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
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.