Arma2Psd

class Arma2Psd : public tsa::AlgoBase

Estimate the PSD for a ARMA model.

Operations

void operator()(ARMAView &arma, SeqViewDouble &Psd)

Parameters:

arma – the Arma View

Pre:

The P or the Q order must be greater than 0

Returns:

Psd the Power Spectral density

void execute(Dvector &AR, Dvector &MA, Dvector &psd)

Estimate the PSD for a ARMA model.

It has been implemented a fast recurrence algorithm fot the estimation of sin and cos, by A. Vicere’.

Parameters:

• AR – the autoregressive part

• MA – the moving average aprt

• psd – the Power Spectral Density

Public Functions

Arma2Psd()

Constructor

Arma2Psd(const Arma2Psd &from)

Copy constructor

Parameters:

from – The instance that must be copied

virtual ~Arma2Psd()

Destructor

Arma2Psd &operator=(const Arma2Psd &from)

Assignement operator

Parameters:

from – The instance to be assigned from

Returns:

a reference to a new object