R/boot_spec.R

In timesboot: Bootstrap computations for time series objects

boot_spec <-
function(series,replic=5000,spansa=c(11,21),plot=TRUE,de_trend=FALSE,alpha=0.05){

if (is.ts(series)==TRUE){

library(boot)
kas=tsboot(series,redraw,p=spansa,detrend=de_trend,replic,sim="scramble")
span1=spansa[1]
span2=spansa[2]
quantiles  = matrix(0,length(kas$t[1,]),3)
Xvalues    = spec.pgram(series,spans = c(span1,span2),plot=FALSE)
for (i in 1:length(kas$t[1,])){
cp            = kas$t[,i]
quantiles[i,1]= quantile(cp,alpha) 
quantiles[i,2]= quantile(cp,1-alpha/2)
quantiles[i,3]= mean(cp)
}

if (plot==TRUE){

maximus   = max(quantiles[,3])
plot(Xvalues$freq,quantiles[,1],type="l",col="blue",
ylim=c(0,maximus*2),main="Bootstraped Periodogram",ylab="periodogram",lwd=1,xlab="frequency")
polygon(c(Xvalues$freq,rev(Xvalues$freq)),c(quantiles[,1],rev(quantiles[,2])),col="skyblue")
lines(Xvalues$freq,quantiles[,3],type="o",col="black",pch=20)

}
lix = list(freq=Xvalues$freq,upper=quantiles[,2],lower=quantiles[,1],mean=quantiles[,3])
return(lix )
}else{

return ('Object is not a time-series')

}
}