ar1.spectrum: Power spectrum of a random red noise process

In biwavelet: Conduct Univariate and Bivariate Wavelet Analyses

Description

Generate the power spectrum of a random time series with a specific AR(1) coefficient.

Usage

ar1.spectrum(ar1, periods)

Arguments

ar1	First order coefficient desired.
periods	Periods of the time series at which the spectrum should be computed.

Value

Returns the power spectrum as a vector of real numbers.

Author(s)

Tarik C. Gouhier ([e-mail]) Code based on WTC MATLAB package written by Aslak Grinsted.

References

Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier, and N. C. Stenseth. 2008. Wavelet analysis of ecological time series. Oecologia 156:287-304.

Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics 11:561-566.

Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.

Examples

p <- ar1.spectrum(0.5, 1:25)

biwavelet documentation built on May 26, 2021, 9:06 a.m.