parzen.wge: Smoothed Periodogram using Parzen Window

In tswge: Time Series for Data Science

Smoothed Periodogram using Parzen Window

Description

This function calculates and optionally plots the smoothed periodogram using the Parzen window. The truncation point may be chosen by the user

Usage

parzen.wge(x, dbcalc = "TRUE", trunc = 0, plot = "TRUE")

Arguments

x	Vector containing the time series realization
dbcalc	If dbcalc=TRUE, the calculation is in the log (dB) scale. If FALSE, then non-log calculations are made
trunc	if M=0 (default) then the function uses the truncation point 2*sqrt(n). If M>0, then the function uses the given value of M as the truncation point
plot	If PLOT=TRUE then the smoothed spectral estimate is plotted. If FALSE then no plot is created

Value

freq	The frequencies at which the smoothed periodogram is calculated
pzgram	The smoothed periodogram using the Parzen window

Author(s)

Wayne Woodward

References

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

Examples

parzen.wge(rnorm(100))

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