tapered.complete.pgram {cspec} | R Documentation |
Tapered Complete Periodogram
Description
Function to calculate the tapered complete periodogram.
Usage
tapered.complete.pgram(x, freq=2*pi*(1:length(x))/length(x), taperx=NULL, thres=NULL, ...)
Arguments
x |
time series vector. |
freq |
frequency vector. |
taperx |
predetermined tapered DFT. If NULL, we use default settings of the taperedDFT function to calculate the tapered DFT. |
thres |
positive threshold value. |
... |
Arguments used in the |
Details
The default frequencies are 2*pi*(1:n)/n, where n is a length of a time series.
Value
Real part of the tapered complete periodogram vector.
Author(s)
Junho Yang
References
S. Das, S. Subba Rao, and J. Yang. Spectral methods for small sample time series: A complete periodogram approach. Submitted, 2020.
See Also
Examples
set.seed(123)
x <- arima.sim(model=list(ar=0.7), n=100)
v <- tapered.complete.pgram(x)
[Package cspec version 0.1.2 Index]