var2trfun

Calculate VAR transfer function from VAR coefficients

Syntax

   H = var2trfun(A,fres)

Arguments

See also Common variable names and data structures.

input

   A          VAR coefficients matrix
   fres       frequency resolution

output

   H          VAR transfer function matrix

Description

Return transfer function H for VAR with coefficients A. fres specifies the frequency resolution. Call freqs = sfreqs(fres,fs), where fs is the sampling rate, to get a corresponding vector freqs of frequencies on [0,fs/2].

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 ].

See also

trfun2var | var_to_cpsd | autocov_to_smvgc | autocov_to_spwcgc

MVGC Toolbox v1.0. © Lionel Barnett and Anil K. Seth, 2012.
See file license.txt for licensing terms.