invfourier: Inverse Fourier transform for operators
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
See Also
Examples
Description
Inverse Fourier transform of a given Frequency Domain Operator.
Usage
1
invfourier(R, lags = 0:0)
Arguments
R
the operator to invert
lags
lags to compute
Value
Time domain operator serie object
See Also
Examples
1
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3
4
5
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8
n = 100
X = rar(n)
Y = rar(n)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
SYX = spectral.density(Y, X)
SXX = spectral.density(X)
R = freqdom.ratio(SYX,SXX, n)
A = invfourier(R)
freqdom documentation built on May 2, 2019, 5:55 p.m.
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Description Usage Arguments Value See Also Examples
Description
Inverse Fourier transform of a given Frequency Domain Operator.
Usage
1 | invfourier(R, lags = 0:0)
|
Arguments
R |
the operator to invert |
lags |
lags to compute |
Value
Time domain operator serie object
See Also
Examples
1 2 3 4 5 6 7 8 | n = 100
X = rar(n)
Y = rar(n)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
SYX = spectral.density(Y, X)
SXX = spectral.density(X)
R = freqdom.ratio(SYX,SXX, n)
A = invfourier(R)
|
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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