plotSpecCar: Plotting Spectral Densities

In cts: Continuous Time Autoregressive Models

Description

Internal function used in spectrum.car only. Not called by user. Plotting method for objects of class "spectrum.car".

Usage

plotSpecCar(x, add = FALSE, ci = 0.95, log = "dB", xlab = "frequency",
ylab = NULL, type = "l", main = NULL, sub = NULL,...)

Arguments

x	an object of class "spectrum.car".
add	logical. If TRUE, add to already existing plot.
ci	Coverage probability for confidence interval. Plotting of the confidence bar is omitted unless ci is strictly positive.
log	If "dB", plot on log10 (decibel) scale (as S-PLUS), otherwise use conventional log scale or linear scale. Logical values are also accepted. The default is "yes" unless options(ts.S.compat = TRUE) has been set, when it is "dB".
xlab	the x label of the plot.
ylab	the y label of the plot.
type	the type of plot to be drawn, defaults to lines.
main	overall title for the plot.
sub	a sub title for the plot.
...	further graphical parameters.

Value

plot of spectral density from continuous time autoregressive model

Author(s)

G. Tunnicliffe Wilson and Zhu Wang

References

Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for irregularly sampled time series data. Journal of the Royal Statistical Society, Series B, Methodological,56,141–155

Jones, Richard H. (1981). Fitting a continuous time autoregression to discrete data. Applied Time Series Analysis II, 651–682

Wang, Zhu (2004). The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation. PhD thesis, Southern Methodist University

Wang, Zhu (2013). cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter. Journal of Statistical Software, Vol. 53(5), 1–19. http://www.jstatsoft.org/v53/i05

See Also

spectrum.car

cts documentation built on May 2, 2019, 2:46 a.m.