Description Usage Arguments Details Value See Also Examples

View source: R/smooth_periodogram.R

This function returns the smoothing periodogram of a stationary time serie, its plot and its Fourier frequency.

1 | ```
smooth.periodogram(y, plot = TRUE, spar = 0)
``` |

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

`plot` |
(type: logical) logical argument which allows to plot the periodogram. Defaults to TRUE. |

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

`smooth.periodogram`

computes the periodogram from `y`

vector and
then smooth it with *smoothing spline* method, which basically
approximates a curve using a cubic spline (see more details in
`smooth.spline`

). *λ* is the Fourier frequency
obtained through `periodogram`

.
It must have caution with the minimum length of `y`

, because
`smooth.spline`

requires the entered vector has at least length 4 and
the length of `y`

does not equal to the length of the data of the
periodogram that `smooth.spline`

receives.
If it presents problems with tol (**tol**erance), see
`smooth.spline`

.

A list with with the smooth periodogram and the lambda values

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ```
# AR(1) simulated
require(ggplot2)
set.seed(1776)
ts.sim <- arima.sim(n = 1000, model = list(order = c(1, 0, 0), ar = 0.7))
per <- periodogram(ts.sim)
aux <- smooth.periodogram(ts.sim, plot = FALSE, spar = .7)
sm_p <- data.frame(x = aux$lambda, y = aux$smooth.periodogram)
sp_d <- data.frame(
x = aux$lambda,
y = spectral.density(ar = 0.7, lambda = aux$lambda)
)
g <- per$plot
g +
geom_line(data = sm_p, aes(x, y), color = "#ff7f0e") +
geom_line(data = sp_d, aes(x, y), color = "#d31244")
``` |

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