PerQn {tsqn} | R Documentation |
Robust periodogram based on the Robust ACF
Description
Computes the robust pseudo-periodogram of Molinares et al (2009) based on the robust ACF by Ma and Genton (2000).
Usage
PerQn(x, window = "truncated", bandw.rob = 0.7)
Arguments
x |
univariate time series |
window |
character string giving the type of the window. Allowed values are "truncated" (the default) or " |
bandw.rob |
is a numeric value giving the truncation point. |
Value
a numeric vector containing the values of the robust periodogram proposed by Molinares (2009).
Author(s)
Valderio Reisen and Higor Cotta
References
Molinares, F. F. and Reisen, V. A., and Cribari-Neto, F. (2009) Robust estimation in long-memory processes under additive outliers. Journal of Statistical Planning and Inference, 139, 2511–2525.
Ma, Y. and Genton, M. G. (2000) Highly robust estimation of the autocovariance function. Journal of Time Series Analysis, 21, 663–684.
Examples
PerQn(ldeaths)
[Package tsqn version 1.0.0 Index]