is.glambda.wge: Instantaneous spectrum

In tswge: Time Series for Data Science

Instantaneous spectrum

Description

Calculates instantaneous spectrum (in dB) based on a G(lambda) time transformation

Usage

is.glambda.wge(n, phi = 0, sigma2 = 1, lambda, offset)

Arguments

n	Length of realization.
phi	Coefficients of AR model fit to dual data.
sigma2	White noise variance
lambda	Lambda in the G(lambda) time transformnation used
offset	Offset in the G(lambda) time transformnation used

Value

Simply a plot of the realization

Author(s)

Wayne Woodward

References

"Applied Time Series Analysis with R, 2nd edition" by Woodward, Gray, and Elliott

Examples

is.glambda.wge(n=200,phi=c(.93,-.32,-.15,-.15,-.17),lambda=-.4,offset=63)

tswge documentation built on Feb. 16, 2023, 6:51 p.m.