Apologize if I was not clear.
I call the %logdensitycv function in a multivariate case. Since my estimator operates in frequency domain, I try to transform my transfer function (that is a complex matrix) into a real matrix:
- Code: Select all
frml logl = %logdensitycv(transfer,periodogram,(float(n)/m))
where "transfer" and "periodogram" are symmetric complex matrix that I want to turn into real matrix.