timedom.norms

matrix norm to be used as in <a rd-options="base" href="/link/norm?package=freqdom&version=1.0.4&to=base" data-mini-rdoc="base::norm">norm</a>

type

For given series of operators $(A_k)_{k \in D}$ where $D = $<code>A$lags</code>
Computes operator norms for each element and returns a series $\|A_k\|$

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

timedom.norms function

matrix norm to be used as in <a rd-options='base' href='norm'>norm</a>

timedom.norms: Compute operator norms of elements of a filter

Description

Usage

Arguments

Value