Computes the spectral density function for the FGN model with parameter H
at the Fourier frequencies, 2*Pi*j/n, j=1,...,[n/2],
where n is the length of the time series.
The evaluation is very fast since bivariate interpolation is used.
Usage
sdfFGN(H, n)
Arguments
H
FGN parameter
n
length of time series
Value
a vector of length [n/2] of the spectral density values.
Details
The details of the implementation are discussed in the accompanying vignette.