| ar1.spectrum {biwavelet} | R Documentation |
Power spectrum of a random red noise process
Description
Generate the power spectrum of a random time series with a specific AR(1) coefficient.
Usage
ar1.spectrum(ar1, periods)
Arguments
ar1 |
First order coefficient desired. |
periods |
Periods of the time series at which the spectrum should be computed. |
Value
Returns the power spectrum as a vector of real numbers.
Author(s)
Tarik C. Gouhier (tarik.gouhier@gmail.com) Code based on WTC MATLAB package written by Aslak Grinsted.
References
Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier, and N. C. Stenseth. 2008. Wavelet analysis of ecological time series. Oecologia 156:287-304.
Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.
Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.
Examples
p <- ar1.spectrum(0.5, 1:25)