filter.process {freqdom} | R Documentation |
Convolute (filter) a multivariate time series using a time-domain filter
Description
This function applies a linear filter to some vector time series.
Usage
filter.process(X, A)
X %c% A
Arguments
X |
vector time series given in matrix form. Each row corresponds to a timepoint. |
A |
an object of class |
Details
Let be a
matrix corresponding to a vector series
. This time series is transformed to the series
, where
The index of
is determined by the lags defined for the time domain object.
When index
falls outside the domain
we set
.
Value
A matrix. Row corresponds to
.
Functions
-
filter.process()
: Multivariate convolution (filter) in the time domain -
X %c% A
: Convenience operator forfilter.process
function
See Also
[Package freqdom version 2.0.5 Index]