is.sample.wge: Sample instantaneous spectrum based on periodogram

In tswge: Time Series for Data Science

Sample instantaneous spectrum based on periodogram

Description

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

Usage

is.sample.wge(data,  lambda, offset)

Arguments

data	Realization to be analyzed.
lambda	Lambda in the G(lambda) time transformation used
offset	Offset in the G(lambda) time transformation 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

data(ss08)
is.sample.wge(data=ss08,lambda=-.4,offset=63)

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