intensity: Compute the spectral intensity of a time-series vector/matrix

In ts.extend: Stationary Gaussian ARMA Processes and Other Time-Series Utilities

Description

This function computes the spectral intensity of a time series vector/matrix. The user inputs the time-series vector or matrix and specifies whether it is to be centered and/or scaled. Centering subtracts the sample mean of the vector prior to conversion into frequency space; this sets the intensity of the signal to zero at the zero frequency. Scaling scales the intensity so the that norm of the intensity vector is equal to the number of values in the time-series.

Usage

intensity(
  x,
  centered = TRUE,
  centred = centered,
  scaled = TRUE,
  nyquist = TRUE
)

Arguments

x	A vector of time-series values
centered	Logical; if TRUE the time-series vector is centred (mean removed) before computing its intensity
centred	An alternative name for the centered input
scaled	Logical; if TRUE the intensity measure is scaled so that its norm is equal to the number of values in the time-series
nyquist	Logical; if TRUE the intensity vector is reduces for real time-series vectors to limit it to frequencies in the Nyquist range

Examples

data(garma)
intensity(SERIES1)

ts.extend documentation built on Nov. 15, 2020, 1:06 a.m.