Prototypes | Header File(s) | |
double |
spectralVariance(const RWMathVec<DComplex>&) |
<rw/math/mathvec.h> |
Returns the spectral variance of a Fourier transformed series. If v is a complex series containing the complex spectral estimates, the spectral variance S is given by:
Note that the first term, the mean, is excluded from the sum.