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Marginal_basis_pval: Compute the marginal p-values at each basis coefficients of for testing the equality of two spectral density kernels
Description
Compute the marginal p-values at each basis coefficients of for testing the equality of two spectral density kernels
Usage
Marginal_basis_pval(spec1, spec2, m, kappa.square, is.pi.multiple)
Arguments
spec1
The two sample spectral densities (at the same frequency $\omega$) to be compared.
spec2
The two sample spectral densities (at the same frequency $\omega$) to be compared.
m
The number of Fourier frequencies over which the periodogram operator was smoothed.
kappa.square
the L2-norm of the weight function used to estimate the spectral density operator
is.pi.multiple
A logical variable, to specify if $\omega = {0, \pi}$ or not.