block.smooth.periodogram: Smooth Periodogram by Blocks
In LSTS: Locally Stationary Time Series

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.

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 `x = NULL` then the function uses (1,…,n) where `n` is the length of `y`.
`N`	(type: numeric) value corresponding to the length of the window to compute periodogram. If `N=NULL` then the function will use N = \textrm{trunc}(n^{0.8}), see \insertCitedahlhaus1998optimal;textualLSTS where n is the length of the `y` vector.
`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 `S` is proportional to `N`. By default `p=0.25`, if `S` and `N` are not entered.
`spar.freq`	(type: numeric) smoothing parameter, typically (but not necessarily) in (0,1].
`spar.time`	(type: numeric) smoothing parameter, typically (but not necessarily) in (0,1].

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.