Re: [Gretl-devel] Multivariate spectra in gretl
Am 16.11.2017 um 11:29 schrieb Riccardo (Jack) Lucchetti:
This is a call for help: I've finally managed to package in a
semi-usable state the functions I have for multivariate spectra of time
series. I have _not_ put the package onto the official repository yet
because I don't think it's ready for production use. For example,
documentation is in a rather dismal state.
Any kind of feedback is greatly appreciated. Thanks!!!
I've briefly looked at it, and of course it's very nice to have that.
(Before you had started on that I might have asked why not leave the
background engine to R in this case, but since the work now basically
seems to be done, there's no reason to toss it of course.) I don't have
any systematic or fundamental comments, just some arbitrary reactions:
- csum(): looks trivial, why is it needed?
- It's not clear to me whether it's possible to get the Co- and
quadrature spectra. I know that the main usage is to look at the
coherence and phase, but still it might be useful in some cases. And the
gain? (I guess it would be just a matter of writing more columns to the
result matrix in co_ph().)
cheers,
sven