is.glambda.wge {tswge}

Instantaneous spectrum

Description

Calculates instantaneous spectrum (in dB) based on a G(lambda) time transformation

Usage

is.glambda.wge(n, phi = 0, sigma2 = 1, lambda, offset)

Arguments

n

Length of realization.

phi

Coefficients of AR model fit to dual data.

sigma2

White noise variance

lambda

Lambda in the G(lambda) time transformnation used

offset

Offset in the G(lambda) time transformnation used

Value

Simply a plot of the realization

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

is.glambda.wge(n=200,phi=c(.93,-.32,-.15,-.15,-.17),lambda=-.4,offset=63)