PerioReg: Periodogram
In acfMPeriod: Robust Estimation of the ACF from the M-Periodogram
Description
Usage
Arguments
Value
Author(s)
References
Examples
Description
This function computes the univariate periodogram using harmonic regression.
Usage
1
PerioReg(series)
Arguments
series
univariate time series
Value
a numeric vector containing the robust estimates of the spectral density
Author(s)
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc.
References
Reisen, V. A. and Lévy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. Journal of Statistical Planning and Inference, 187, 44-55.
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.
Examples
1
acfMPeriod documentation built on July 23, 2019, 5:04 p.m.
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Description Usage Arguments Value Author(s) References Examples
Description
This function computes the univariate periodogram using harmonic regression.
Usage
1 | PerioReg(series)
|
Arguments
series |
univariate time series |
Value
a numeric vector containing the robust estimates of the spectral density
Author(s)
Higor Cotta, Valdério A. Reisen, Pascal Bondon and Céline Lévy-Leduc.
References
Reisen, V. A. and Lévy-Leduc, C. and Taqqu, M. (2017) An M-estimator for the long-memory parameter. Journal of Statistical Planning and Inference, 187, 44-55.
Fuller, Wayne A. Introduction to statistical time series. John Wiley & Sons, 2009.
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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