Hi,
not sure what the current status is of corrgm and xcorrgm: xcorrgm is
missing in the function reference, but mentioned recently in the
changelog. OTOH, doesn't the third optional parameter of corrgm cover
the xcorrgm case? I know we had a discussion about that API, but I don't
remember the outcome.
W.r.t. pergm I have a feature request: would it be possible to allow a
matrix argument to get the periodograms/spectra of all columns of the
matrix at once?
thanks,
sven