lperd.mtm

N by n matrix containing n training time series each with length N.

Width of tapers used in multitaper spectral estimation.

Number of tapers used in multitaper spectral estimation.

Obtain multivariate log-periodogram. Not often used by itself, but is used as part of <code>cep.mtm</code>.

Performs cepstral based discriminant analysis of groups of time series
when there exists Variability in power spectra from time series within the same group
as described in R.T. Krafty (2016) "Discriminant Analysis of Time Series in the
Presence of Within-Group Spectral Variability" Journal of Time Series Analysis.

lperd.mtm: Multitaper Log-Periodogram

Description

Usage

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References

See Also