Description Usage Arguments Details Value References See Also Examples

View source: R/block_smooth_periodogram.R

Plots the contour plot of the smoothing periodogram of a time series, by blocks or windows.

1 2 3 4 5 6 7 8 9 | ```
block.smooth.periodogram(
y,
x = NULL,
N = NULL,
S = NULL,
p = 0.25,
spar.freq = 0,
spar.time = 0
)
``` |

`y` |
(type: numeric) data vector |

`x` |
(type: numeric) optional vector, if |

`N` |
(type: numeric) value corresponding to the length of the window to
compute periodogram.
If |

`S` |
(type: numeric) value corresponding to the lag with which will be taking the blocks or windows to calculate the periodogram. |

`p` |
(type: numeric) value used if it is desired that |

`spar.freq` |
(type: numeric) smoothing parameter, typically (but not
necessarily) in |

`spar.time` |
(type: numeric) smoothing parameter, typically (but not
necessarily) in |

The number of windows of the function is *m = \textrm{trunc}((n-N)/S+1)*,
where `trunc`

truncates de entered value and *n* is
the length of the vector `y`

. All windows are of the same length
`N`

, if this value isn't entered by user then is computed as
*N=\textrm{trunc}(n^{0.8})* (Dahlhaus).
`LSTS_spb`

computes the periodogram in each of the
*M* windows and then smoothes it two times with
`smooth.spline`

function; the first time using
`spar.freq`

parameter and the second time with `spar.time`

. These
windows overlap between them.

A ggplot object.

For more information on theoretical foundations and estimation methods see \insertRefdahlhaus1997fittingLSTS \insertRefdahlhaus1998optimalLSTS

1 |

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