completeDFT: Complete DFT

In cspec: Complete Discrete Fourier Transform (DFT) and Periodogram

Description

Function to calculate the complete DFT.

Usage

completeDFT(x, freq = 2 * pi * (1:length(x))/length(x), ...)

Arguments

x	time series vector.
freq	frequency vector.
...	Arguments used in the predictiveDFT function.

Details

The default frequencies are 2*pi*(1:n)/n, where n is a length of a time series.

Value

Complex valued complete DFT vector.

Author(s)

Junho Yang

References

S. Das, S. Subba Rao, and J. Yang. Spectral methods for small sample time series: A complete periodogram approach. Submitted, 2020.

See Also

predictiveDFT

Examples

set.seed(123)
x <- arima.sim(model=list(ar=0.7), n=100)
v <- completeDFT(x)

cspec documentation built on July 2, 2020, 2:37 a.m.