local_moving_FT_zigzag

Calculate the moving Fourier transform ordinates

Implementations of Bayesian parametric, nonparametric and semiparametric procedures for univariate and multivariate time series. The package is based on the methods presented in C. Kirch et al (2018) <doi:10.1214/18-BA1126>, A. Meier (2018) <https://opendata.uni-halle.de//handle/1981185920/13470> and Y. Tang et al (2023) <doi:10.48550/arXiv.2303.11561>. It was supported by DFG grants KI 1443/3-1 and KI 1443/3-2.

Renate Meyer

beyondWhittle

Bayesian Spectral Inference for Time Series

Alexander Meier

Claudia Kirch

Matthew C. Edwards

Yifu Tang

local_moving_FT_zigzag function

<dl><dt>x</dt>
<dd>A numeric vector containing time series.</dd>
<dt>m</dt>
<dd>A positive integer indicating the size of window.</dd>
<dt>thinning_factor</dt>
<dd>Selected from "1, 2, 3".</dd></dl>

Arguments

Calculate the moving Fourier transform ordinates — local_moving_FT_zigzag

<dl>

<dt>x</dt>
<dd>A numeric vector containing time series.</dd>


<dt>m</dt>
<dd>A positive integer indicating the size of window.</dd>


<dt>thinning_factor</dt>
<dd>Selected from "1, 2, 3".</dd>

</dl>

Get 50% off unlimited learning

local_moving_FT_zigzag: Calculate the moving Fourier transform ordinates

Description

Usage

Value

Arguments

References

Examples