Computes the spectral density function for the PLS model with parameter a
at the Fourier frequencies, 2*Pi*j/n, j=1,...,[n/2],
where n is the length of the time series.
Usage
sdfPLS(p, n)
Arguments
p
PLS 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.
The parameter p should be in the interval (0, 2) and the length of the
series n should be greater than 2.