marspc: Cross Spectra and Power Contribution

In TSSS: Time Series Analysis with State Space Model

Cross Spectra and Power Contribution

Description

Compute cross spectra, coherency and power contribution.

Usage

marspc(arcoef, v, plot = TRUE, ...)

Arguments

arcoef	AR coefficient matrices.
v	innovation variance matrix.
plot	logical. If TRUE (default), cross spectra, coherency and power contribution are plotted.
...	graphical arguments passed to the plot method.

Value

An object of class "marspc" which has a plot method. This is a list with the following components:

spec	cross spectra.
amp	amplitude spectra.
phase	phase spectra.
coh	simple coherency.
power	decomposition of power spectra.
rpower	relative power contribution.

References

Kitagawa, G. (2020) Introduction to Time Series Modeling with Applications in R. Chapman & Hall/CRC.

Examples

# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
yy <- as.matrix(HAKUSAN[, c(1,2,4)])
nc <- dim(yy)[1]
n <- seq(1, nc, by = 2) 
y <- yy[n, ]
z <- marfit(y, lag = 20)

marspc(z$arcoef, v = z$v)

TSSS documentation built on Sept. 29, 2023, 9:07 a.m.