prewhiteAR: Prewhiten stratigraphic series with autoregressive filter,...

In astrochron: A Computational Tool for Astrochronology

Prewhiten stratigraphic series with autoregressive filter, order selected by Akaike Information Criterion

Description

Prewhiten stratigraphic series using autoregressive (AR) filter. Appropriate AR order can be automatically determined using the Akaike Information Criterion, or alternatively, the order may be predefined.

Usage

prewhiteAR(dat,order=0,method="mle",aic=T,genplot=T,verbose=T)

Arguments

dat	Stratigraphic series for prewhitening. First column should be location (e.g., depth), second column should be data value for prewhitening. Series must have uniform sampling interval.
order	AR order for prewhitening (if aic=F), or alternatively, the maximum AR order to investigate (if aic=T). If order is set to <=0, will evaluate up to maximum default order (this varies based on method).
method	Method for AR parameter estimation: ("yule-walker", "burg", "ols", "mle", "yw")
aic	Select model using AIC? if F, will use order. AIC is only strictly valid if method is "mle".
genplot	Generate summary plots? (T or F)
verbose	Verbose output? (T or F)

References

Akaike, H. (1974), A new look at the statistical model identification, IEEE Trans. Autom. Control, 19, 716-723, doi:10.1109/TAC.1974.1100705.

See Also

ar, arcsinT, bandpass, demean, detrend, divTrend, logT, lowpass, noKernel, and prewhiteAR1

astrochron documentation built on Sept. 30, 2024, 9:14 a.m.