lperd.mtm: Multitaper Log-Periodogram

Description Usage Arguments Value Author(s) References See Also

Description

Obtain multivariate log-periodogram. Not often used by itself, but is used as part of cep.mtm.

Usage

1
lperd.mtm(x,nw,k)

Arguments

x

N by n matrix containing n training time series each with length N.

nw

Width of tapers used in multitaper spectral estimation.

k

Number of tapers used in multitaper spectral estimation.

Value

freq

Fourier frequencies from 0 to 1.

lspec

Log-periodogram.

spec

Periodigram on the natural scale.

Author(s)

Robert Krafty rkrafty@pitt.edu

References

Krafty, RT (2016) Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability. Journal of Time series analysis

See Also

cep.mtm, cep.lda


CepLDA documentation built on May 1, 2019, 6:50 p.m.

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