parzen.wge {tswge}

Smoothed Periodogram using Parzen Window

Description

This function calculates and optionally plots the smoothed periodogram using the Parzen window. The truncation point may be chosen by the user

Usage

parzen.wge(x, dbcalc = "TRUE", trunc = 0, plot = "TRUE")

Arguments

x

Vector containing the time series realization

dbcalc

If dbcalc=TRUE, the calculation is in the log (dB) scale. If FALSE, then non-log calculations are made

trunc

if M=0 (default) then the function uses the truncation point 2*sqrt(n). If M>0, then the function uses the given value of M as the truncation point

plot

If PLOT=TRUE then the smoothed spectral estimate is plotted. If FALSE then no plot is created

Value

freq

The frequencies at which the smoothed periodogram is calculated

pzgram

The smoothed periodogram using the Parzen window

Author(s)

Wayne Woodward

References

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

Examples

parzen.wge(rnorm(100))