Module NAG_TSA_SPECTRUM_BIVAR in NAGC

• NAGC Information

• Components
  • Documentation from ITL
  • Example from ITL
  • Example-input from ITL
  • Example-output from ITL
  • Local-details from ITL

NAG_TSA_SPECTRUM_BIVAR

 
Calculates the smoothed sample cross spectrum of a bivariate time series using
spectral smoothing by the trapezium frequency (Daniell) window.
 
Classes  :  L10b3a3 . Cross-spectrum estimation using the cross-periodogram
 
Type     : C subroutine in NAGC library (G13 sublibrary).
Access   : Proprietary. Many implementations available.
Precision: Double.
Note     : This procedure may also be invoked using the name g13cdc.
 
Usage    : void nag_tsa_spectrum_bivar(Integer nxy, NagMeanOrTrend
           mt_correction, double pxy, Integer mw, Integer is, double pw,
           Integer l, Integer kc, double x[], double y[], Complex **g, Integer
           *ng, NagError *fail)
 
Details  : Documentation Example Example-input Example-output
           Local-details
Sites    : (1) ITL
 

Implementation of NAG_TSA_SPECTRUM_BIVAR from NAGC on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double.
Note     : This procedure may also be invoked using the name g13cdc.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : cc -I/itl/links/generic/include -o prog prog.c
                  -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4}
                  -lnagc -lm
   Local-details: cat /itl/apps/nagclib-6/docs/implementation
   Example-outpu: cat
                  /itl/apps/nagclib-6/clsol06da/examples/results/g13cdce.r
   Example      : cat
                  /itl/apps/nagclib-6/clsol06da/examples/source/g13cdce.c
   Example-input: cat
                  /itl/apps/nagclib-6/clsol06da/examples/data/g13cdce.d
   Documentation: acroread
                  /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/G13/g13cdc_cl05.pdf