R/mvspec2mvspectrum.R

In ForeCA: Forecastable Component Analysis

# # @rdname mvspectrum
# # 
# # @description
# # \code{.mvspec2mvspectrum} converts output from the \code{\link[astsa]{mvspec}} 
# # function to the \code{\link{mvspectrum}} output.
# # @details
# # The \code{\link[astsa]{mvspec}} function returns the multivariate spectrum
# # in a \eqn{3D} array with frequencies in the first dimension, whereas 
# # \code{\link{mvspectrum}} in the last.  \code{.mvspec2mvspectrum} simply 
# # reshapes the former to the latter array.
# # 
# # @param mvspec.output output from \code{\link[astsa]{mvspec}}
# # @return 
# # \code{.mvspec2mvspectrum} returns an object as from \code{\link{mvspectrum}}.
# # @keywords ts manip

.mvspec2mvspectrum <- function(mvspec.output) {
  out <- base::aperm(mvspec.output$fxx, c(3, 1, 2))
  if (ncol(out) == 1) {
    # remove '+0i' imaginary part for univariate spectra
    out <- Re(out)
  }
  attr(out, "frequencies") <- mvspec.output$freq
  attr(out, "spectrum") <- mvspec.output$spec
  invisible(out)
}