cross_spectrum: Calculate the cross-spectrum of two timeseries In kitagawa: Spectral Response of Water Wells to Harmonic Strain and Pressure Signals

Description

Calculate the cross-spectrum of two timeseries

Usage

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 cross_spectrum(x, ...) ## S3 method for class 'mts' cross_spectrum(x, ...) ## Default S3 method: cross_spectrum( x, y, k = 10, samp = 1, q, adaptive = FALSE, verbose = FALSE, ... )

Arguments

 x numeric; timeseries ... additional arguments to pspectrum y numeric; timeseries. if missing, assumed to be column no. 2 in x k integer; the number of sine tapers, unless this is NULL; in the latter case a Welch-based spectrum is calculated rather than a multitaper spectrum. There are distinct advantages and disadvantages to either of these. samp numeric; the sampling rate (e.g., deltat) of the data; must be the same for x and y q numeric; the probability quantile [0,1] to calculate coherence significance levels; if missing, a pre-specified sequence is included. This is will be ignored for Welch-based spectra (see k). adaptive logical; should adaptive multitaper estimation be used? verbose logical; should messages be printed?

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 require(stats) require(psd) n <- 1000 ramp <- seq_len(n) parab <- ramp^2 set.seed(1255) X <- ts(rnorm(n) + ramp/2) Y <- ts(rnorm(n) + ramp/10 + parab/100) # Calculate the multitaper cross spectrum csd <- cross_spectrum(X, Y, k=20)

kitagawa documentation built on July 2, 2020, 1:47 a.m.