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C++ API

: spectral_adf (c)

: spectral_adf (c, win)

: spectral_adf (c, win, b)

Return the spectral density estimator given a vector of autocovariances c, window name win, and bandwidth, b.

The window name, e.g., "triangle" or "rectangle" is used to search for a function called win_lw.

If win is omitted, the triangle window is used.

If b is omitted, 1 / sqrt (length (x)) is used.

See also: spectral_xdf.

Package: octave