Arma2Psd

class Arma2Psd : public tsa::AlgoBase

Estimate the PSD for a ARMA model.

Operations

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

Pre

The P or the Q order must be greater than 0

Return

Psd the Power Spectral density

Parameters

• arma: the Arma View

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

~Arma2Psd()

Destructor

Arma2Psd &operator=(const Arma2Psd &from)

Assignement operator

Return

a reference to a new object

Parameters

• from: The instance to be assigned from