freqdom.kronecker: Compute a kronecker product of two spectral densities

In freqdom: Frequency Domain Analysis for Multivariate Time Series

Description

For given spectral densities S and SC compute the Kronecker product S %x% SC at each frequency.

Usage

freqdom.kronecker(S, SC)

Arguments

S	first spectral density
SC	second spectral density

Value

Frequency Domain Operator object

Examples

n = 100
X = rar(n,d=3)
Y = rar(n,d=3)
SX = spectral.density(X)
SY = spectral.density(Y)
R = freqdom.kronecker(SY,SX)

freqdom documentation built on May 2, 2019, 5:55 p.m.