cpsd_xform
Transform cross-power spectral density for reduced regression
Syntax
SR = cpsd_xform(S,AR,SIGR)
Arguments
See also Common variable names and data structures.
input
S cross-power spectral density (cpsd) matrix AR VAR coefficients matrix for reduced regression SIGR residuals covariance matrix for reduced regression
output
SR transformed cpsd
Description
Returns the cpsd SR for a new variable defined as the residuals of a reduced regression, for a VAR with cpsd S. AR and SIGR are the coefficients matrices and residuals covariance matrix respectively of the reduced regression, which is is assumed to correspond to the first size(AR,1) indices of G.
References
[1] L. Barnett and A. K. Seth, The MVGC Multivariate Granger Causality Toolbox: A New Approach to Granger-causal Inference, J. Neurosci. Methods 223, 2014 [ preprint ].