[R] Calculation of VCOV using FFT.

Chuse chuse chuse22 at gmail.com
Tue Feb 9 09:10:49 CET 2010


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.



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