ggmcmc: sde0f – R documentation

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sde0f

Spectral Density Estimate at Zero Frequency.

Compute the Spectral Density Estimate at Zero Frequency for a given chain.

sde0f(x)

`x`	A time series

Internal function to compute the Spectral Density Estimate at Zero Frequency for a given chain used by ggs_geweke.

A vector with the spectral density estimate at zero frequency

Tools for Analyzing MCMC Simulations from Bayesian Inference

v1.5.1.1

GPL-2

Authors

Xavier Fernández i Marín [aut, cre] (<https://orcid.org/0000-0002-9522-8870>)

Initial release