Arma2Psd¶
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class Arma2Psd : public tsa::AlgoBase¶
Estimate the PSD for a ARMA model.
Operations
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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
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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
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void operator()(ARMAView &arma, SeqViewDouble &Psd)¶