freqdom.inverse

number of observations used for estimation - the precision of inversion is calculated using this parameter

constant for heuristic (as in <code><a rd-options="" href="/link/reg.dim.est?package=freqdom&version=1.0.4" data-mini-rdoc="freqdom::reg.dim.est">reg.dim.est</a></code>)

Kconst

how many directions should be inverted (as in <code><a rd-options="" href="/link/pseudoinverse?package=freqdom&version=1.0.4" data-mini-rdoc="freqdom::pseudoinverse">pseudoinverse</a></code>)

For given Frequency Domain Operator <code>S</code> computes ratio <code>S^{-1}</code> at each frequency.

Methods for the analysis of multivariate time series using frequency domain techniques. Implementations of dynamic principle components analysis (DPCA) and estimators of operators in lagged regression. Examples of usage in functional data analysis setup.

Kidzinski L

freqdom

Frequency Domain Analysis for Multivariate Time Series

freqdom.inverse function

constant for heuristic (as in <code><a rd-options='' href='reg.dim.est'>reg.dim.est</a></code>)

how many directions should be inverted (as in <code><a rd-options='' href='pseudoinverse'>pseudoinverse</a></code>)

freqdom.inverse: Compute an inverse of a given Frequency Domain Operator

Description

Usage

Arguments

Value

See Also