Spectral Density Estimation and Comparison for Functional Time Series

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Documentation for package ‘ftsspec’ version 1.0.0

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ftsspec-package ftsspec: collection of functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.
Epanechnikov_kernel The Epanechnikov weight function, with support in [-1,1]
ftsspec ftsspec: collection of functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.
Generate_filterMA Generate the Filter of a multivariate MA process
Get_noise_sd Get the square root of the covariance matrix associated to a noise type
lines.SampleSpecDiffFreq Plotting function for 'SampleSpecDiffFreq' class
Marginal_basis_pval Compute the marginal p-values at each basis coefficients of for testing the equality of two spectral density kernels
plot.SampleSpec Plotting method for object inheriting from class 'SampleSpec'
plot.SampleSpecDiffFreq Plotting function for 'SampleSpecDiffFreq' class
plot.SampleSpecDiffFreqCurvelength Plotting method for class 'SampleSpecDiffFreqCurvelength'
plot.SpecMA Plotting method for object inheriting from class 'SpecMA'
print.SampleSpecDiffFreqCurvelength Printing method for class 'SampleSpecDiffFreqCurvelength'
PvalAdjust Generic function to adjust pvalues
PvalAdjust.SampleSpecDiffFreq Generic function to adjust pvalues
Simulate_new_MA Simulate a new Moving Average (MA) vector time series and return the time series
Spec Compute Spectral Density of Functional Time Series
SpecMA 'Spectral density operator of a MA vector process' Object
Spec_compare_fixed_freq Test if two spectral density operators at some fixed frequency are equal.
Spec_compare_localize_freq Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ.
Spec_compare_localize_freq_curvelength Compare the spectral density operator of two Functional Time Series and localize frequencies at which they differ, and (spatial) regions where they differ