View source: R/GetVarFromSpectra.R
GetVarFromSpectra | R Documentation |
Variance estimate by integrating a part of the spectrum
GetVarFromSpectra(spec, f, dfreq = NULL, df.log = 0, bw = 3)
spec |
spectrum (list of spec,freq,dof) to be analysed |
f |
f[1],f[2]: frequency interval to be analysed |
dfreq |
frequency discretisation used in the temporary interpolation |
df.log |
if > 0, smooth the spectra prior to integrating |
bw |
the bandwidth assumed for the confinterval calculation (from the multitaper spectral estimate) |
list(var,dof) variance and corresponding dof
Thomas Laepple
x<-ts(rnorm(100))
spec<-SpecMTM(x)
var(x) #Sample variance of the timeseries
GetVarFromSpectra(spec,c(1/100,0.5))
GetVarFromSpectra(spec,c(0.25,0.5))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.