Marginal_basis_pval function

Compute the marginal p-values at each basis coefficients of for testing the equality of two spectral density kernels

Marginal_basis_pval(spec1, spec2, m, kappa.square, is.pi.multiple)

Arguments

• spec1: The two sample spectral densities (at the same frequency $\omega$) to be compared.
• spec2: The two sample spectral densities (at the same frequency $\omega$) to be compared.
• m: The number of Fourier frequencies over which the periodogram operator was smoothed.
• kappa.square: the L2-norm of the weight function used to estimate the spectral density operator
• is.pi.multiple: A logical variable, to specify if $\omega = {0, \pi}$ or not.