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R equivalent to (D)QDAWO in Fortran?
Bao, Wenkai
·
Apr 25, 2011
·
r-help
Hi useRs, I have a set of fortran code that was passed down from previous students, and I am converting its algorithm into R codes. I encounter this function in Fortran (D)QDAWO, which numerically integrates a function f with...
calculate true autocovariance from power spectrum
Bao, Wenkai
·
Apr 12, 2011
·
r-help
I know using ARMAacf function can do the job for ARMA model, but it is not calculating from power spectrum. I have been trying to code with the following algorithm: Since |1-theta1*exp(2*pi*f*i)-...-thetaq*[exp...
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