Displaying 2 results from an estimated 2 matches for "omega_0".
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omega_t
2008 Jul 30
2
FFT - (STATS) - is this correct?
Hello,
I have calculated the fourier transform of the series enclosed at the end of this message, by doing:
library(stats)
x <- readLines("file1.txt")
x.num <- as.numeric(x)
ft.x.num <- fft(x.num)
My question is: why is the first value (Real) of ft.x.num that big? (954.833870) all the other values are much smaller. Am I doing something wrong?
Could you please help me to
2009 Jun 10
0
help with package "simsalabim"
...90173
"getSignal" on-line documentation states about Trend "smoothness":
The proportion of variance explained by the frequencies <=q omega0.
But nowhere I could find what "q" is equal to. I guess the above sentence indicates a fraction of the nyquist frequency Omega_0 ????
"getSignal" on-line documentation states about Trend "explainedVariance":
Percentage of the variance explained by the Eigenvalues with rank k
Does the above variance refer to the signal variance ????
I would greatly appreciate your help at using this package properly...