Workhorse function for getSdNaive-SmoothedPG
.
getSdNaive-SmoothedPG
.C++ implementation to increase performance.
V
: a 3-dimensional array of complex numbers; dimensions are [N, K1, K2]
, where N
frequencies are for .W
: a vector of length W
of length N
used for smoothing.Returns an array with complex numbers as defined in Kley et. al (2016), p. 26.
Dette, H., Hallin, M., Kley, T. & Volgushev, S. (2015). Of Copulas, Quantiles, Ranks and Spectra: an -approach to spectral analysis. Bernoulli, 21 (2), 781--831. [cf. http://arxiv.org/abs/1111.7205]