getValues-FreqRep: Get values from a frequency representation.

In quantspec: Quantile-Based Spectral Analysis of Time Series

Get values from a frequency representation.

Description

For two vectors frequencies and levels the values from an object of type FreqRep are returned.

Usage

## S4 method for signature 'FreqRep'
getValues(
  object,
  frequencies = 2 * pi * (0:(lenTS(object@Y) - 1))/lenTS(object@Y),
  levels = object@levels,
  d = 1:(dim(object@values)[2])
)

Arguments

object	FreqRep of which to get the values
frequencies	a vector of frequencies for which to get the values
levels	a vector of levels for which to get the values
d	optional parameter that determine of which component to return the data; may be a vector of elements 1, ..., D

Details

The two parameters frequencies and levels are expected to be vectors of reals; an error is thrown otherwise. If any of the frequencies or levels requested is not available from object a warning is issued, and the values with frequencies and levels closest to the ones requested are returned. Note that the frequencies are transformed to [0,\pi] using frequenciesValidator when checking if they are available in object.

The returned array of values is of dimension [J,K,B+1], where J=length(frequencies), K=length(levels), and B denotes the value stored in slot B of object. At position (j,k,b) the returned value is the one corresponding to frequencies[j] and levels[k] that are closest to the frequencies and levels available in object; closest.pos is used to determine what closest to means.

Value

Returns data from the array values that's a slot of object.

Examples

Y        <- rnorm(32)
freq     <- 2*pi*c(0:31)/32
levels   <- c(0.25,0.5,0.75)
cFT      <- clippedFT(Y, freq, levels)
V.all    <- getValues(cFT)
V.coarse <- getValues(cFT, frequencies = 2*pi*c(0:15)/16, levels = levels)
V.fine   <- getValues(cFT, frequencies = 2*pi*c(0:63)/64, levels = levels)
V.part   <- getValues(cFT, frequencies = 2*pi*c(0:16)/32, levels = c(0.25))

quantspec documentation built on Sept. 11, 2024, 9:15 p.m.