tapered.complete.pgram: Tapered Complete Periodogram

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

Description

Function to calculate the tapered complete periodogram.

Usage

tapered.complete.pgram(x, freq=2*pi*(1:length(x))/length(x), taperx=NULL, thres=NULL, ...)

Arguments

x	time series vector.
freq	frequency vector.
taperx	predetermined tapered DFT. If NULL, we use default settings of the taperedDFT function to calculate the tapered DFT.
thres	positive threshold value.
...	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

Real part of the tapered complete periodogram 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, complete.pgram

Examples

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

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