discrete_fourier_sin_cos

Simulation and estimation tools for
various types of ambit processes, including trawl processes and weighted
trawl processes.

Almut D. Veraart

ambit

Simulation and Estimation of Ambit Processes

Almut E. D. Veraart

discrete_fourier_sin_cos function

<dl><dt>x</dt>
<dd>argument for which the acf will be computed (this can be a vector)</dd>
<dt>a</dt>
<dd>vector of coefficients a_0,...a_n</dd>
<dt>b</dt>
<dd>vector of coefficients b_1,...b_n</dd>
<dt>tau</dt>
<dd>period of function</dd></dl>

Arguments

discrete_fourier_sin_cos — discrete_fourier_sin_cos

<dl>

<dt>x</dt>
<dd>argument for which the acf will be computed (this can be a vector)</dd>


<dt>a</dt>
<dd>vector of coefficients a_0,...a_n</dd>


<dt>b</dt>
<dd>vector of coefficients b_1,...b_n</dd>


<dt>tau</dt>
<dd>period of function</dd>

</dl>

discrete_fourier_sin_cos: discrete_fourier_sin_cos

Description

Usage

Value

Arguments

Details