[Gretl-users] Re: columns returned from periodogram_matrix() C/C++ API
On Tue, 3 Nov 2020, riles(a)triton.net wrote:
Do you know what the column names are that are returned by
periodogram_matrix() function
I thought they were omega and spectral density, but the spectral
density from periodogram() function seems to output something
different than periodogram_matrix() function. [...]
periodogram(0, -1, dset, OPT_O, prn);
The usage above, with OPT_O, calls for an automatically sized
Bartlett window.
periodogram_matrix (*dset->Z,dset->t1,dset->t2, -1,
&err);
But this usage, with -1 passed for the @width argument, calls for
the plain sample periodogram. So the two calls are not going to
produce the same densities.
You should get the same results if you pass OPT_NONE to
periodogram() in place of OPT_O, or if you pass a width of 2*sqrt(n)
to periodogram_matrix(), where n is the sample size. The two
interfaces call the same code in the background.
Allin