taperDFT: Tapered DFT

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

Description

Function to calculate the tapered DFT.

Usage

taperDFT(x, freq = 2 * pi * (1:length(x))/length(x), regularization.type = "1", p = 0.1)

Arguments

x	time series vector.
freq	frequency vector.
regularization.type	character. if "1": sum of the taper equals to n, if "2": square sum of the taper equals to n. Default is "1".
p	proprotion of taper.

Details

Tapered DFT. The default taper is a Tukey's (or Cosine-bell) taper.

Value

Complex valued tapered DFT vector.

Author(s)

Junho Yang.

See Also

fft2

Examples

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

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