sde0f {ggmcmc}

Spectral Density Estimate at Zero Frequency.

Description

Compute the Spectral Density Estimate at Zero Frequency for a given chain.

Usage

sde0f(x)

Arguments

x

A time series

Details

Internal function to compute the Spectral Density Estimate at Zero Frequency for a given chain used by ggs_geweke.

Value

A vector with the spectral density estimate at zero frequency