freqdom (version 1.0.4)

freqdom.ratio: Compute a ratio of two spectral densities

Description

For given spectral densities S and SC computes ratio SC %*% S^{-1} at each frequency.

Usage

freqdom.ratio(SC, S, n = NULL, K = NULL, Kconst = NULL)

Arguments

SC

first spectral density

S

second spectral density (square)

n

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

K

for inversion as in freqdom.inverse

Kconst

used for heuristing in reg.dim.est

Value

Frequency Domain Operator object

See Also

reg.dim.est, freqdom.product, freqdom.inverse

Examples

# NOT RUN {
n = 100
X = rar(n)
Y = rar(n)
SYX = spectral.density(X,Y)
SXX = spectral.density(X)
R = freqdom.ratio(SYX,SXX,n)
# }