prewhiteAR {astrochron}R Documentation

Prewhiten stratigraphic series with autoregressive filter, order selected by Akaike Information Criterion

Description

Prewhiten stratigraphic series using autoregressive (AR) filter. Appropriate AR order can be automatically determined using the Akaike Information Criterion, or alternatively, the order may be predefined.

Usage

prewhiteAR(dat,order=0,method="mle",aic=T,genplot=T,verbose=T)

Arguments

dat

Stratigraphic series for prewhitening. First column should be location (e.g., depth), second column should be data value for prewhitening. Series must have uniform sampling interval.

order

AR order for prewhitening (if aic=F), or alternatively, the maximum AR order to investigate (if aic=T). If order is set to <=0, will evaluate up to maximum default order (this varies based on method).

method

Method for AR parameter estimation: ("yule-walker", "burg", "ols", "mle", "yw")

aic

Select model using AIC? if F, will use order. AIC is only strictly valid if method is "mle".

genplot

Generate summary plots? (T or F)

verbose

Verbose output? (T or F)

References

Akaike, H. (1974), A new look at the statistical model identification, IEEE Trans. Autom. Control, 19, 716-723, doi:10.1109/TAC.1974.1100705.

See Also

ar, arcsinT, bandpass, demean, detrend, divTrend, logT, lowpass, noKernel, and prewhiteAR1


[Package astrochron version 1.1 Index]