RainbowStats™ · Command reference
SPECTRAL_KL
Build the existing spectral Kullback-Leibler analysis.
Syntax
SPECTRAL_KL(pList,qList)
SPECTRAL_KL(pList,qList,ridge)Example
SPECTRAL_KL(LIST(INDPRO,PAYEMS),LIST(INDPRO,PAYEMS))Notes
Both inputs must be series lists. The optional ridge must be numeric.