timedom.norms {freqdom} | R Documentation |
This function determines the norms of the matrices defining some linear filter.
timedom.norms(A, type = "2")
A |
an object of class |
type |
matrix norm to be used as in |
Computes \|A_h\|
for h
in the set of lags belonging to the object A. When type
is 2
then \|A\|
is the spectral radius of A
. When type is F
then \|A\|
is the Frobenius norm (or the Hilbert-Schmidt norm, or Schatten 2-norm) of
A
. Same options as for the function norm
as in base package.
A list which contains the following components:
lags
\quad
a vector containing the lags of A
.
norms
\quad
a vector containing the norms of the matrices defining A
.
d = 2
A = array(0,c(d,d,2))
A[1,,] = 2 * diag(d:1)/d
A[2,,] = 1.5 * diag(d:1)/d
OP = timedom(A,c(-2,1))
timedom.norms(OP)