rev.freqdom

an object of class <code>freqdom</code> or <code>timedom</code>.

<ul>
<li>For a given <code>freqdom</code> object <code>x</code>, the function <code>rev</code> reverts the order of the evaluation grid.</li>
</ul>

internal

Implementation of dynamic principal component
analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools.
These frequency domain methods for dimensionality reduction of multivariate time series
were introduced by David Brillinger in his book Time Series (1974). We follow implementation
guidelines as described in Hormann, Kidzinski and Hallin (2016),
Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.

Lukasz Kidzinski

freqdom

Frequency Domain Based Analysis: Dynamic PCA

rev function

<dl><dt>x</dt>
<dd>an object of class <code>freqdom</code> or <code>timedom</code>.</dd></dl>

Arguments

Invert order of lags or grid parameters of a timedom or freqdom object, respectively — rev

<dl>

<dt>x</dt>
<dd>an object of class <code>freqdom</code> or <code>timedom</code>.</dd>

</dl>

rev: Invert order of lags or grid parameters of a `timedom` or `freqdom` object, respectively

Description

Usage

Value

Arguments