Hello there, I need a piece of advice how to calculate the covariance matrix after calculating the fourier coeff with FFT or the spectral density using R. Thank you beforehand.
Regards, Chuse. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.