Marginal_basis_pval {ftsspec}R Documentation

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.


[Package ftsspec version 1.0.0 Index]