local_moving_FT_zigzag: Calculate the moving Fourier transform ordinates

In beyondWhittle: Bayesian Spectral Inference for Time Series

Calculate the moving Fourier transform ordinates

Description

Calculate the moving Fourier transform ordinates

Usage

local_moving_FT_zigzag(x, m, thinning_factor)

Arguments

x	A numeric vector containing time series.
m	A positive integer indicating the size of window.
thinning_factor	Selected from 1, 2, 3.

Value

A list containing the moving Fourier transform and corresponding time grid.

References

Y. Tang et al. (2023) Bayesian nonparametric spectral analysis of locally stationary processes ArXiv preprint <arXiv:2303.11561>

Examples

set.seed(1); x <- rnorm(1500)
local_moving_FT_zigzag(x, 50, 1)

beyondWhittle documentation built on May 31, 2023, 6:51 p.m.