Description Usage Arguments Value Author(s) References See Also Examples

Returns the frequency response function for given loess smoothing parameters or for a specified operator matrix. Can return values for asymmetric fits.

1 2 3 4 5 6 |

`span` |
span of loess smooth (must be odd integer). |

`degree` |
degree of loess smooth (must be 0, 1, or 2). |

`M` |
density of the grid of fourier frequencies, which range from 0 to 0.5. |

`at` |
at which design point the frequency response is to be calculated. This is interpreted as number of points from the end, with 1 being the endpoint. If an operator matrix is supplied, it is the row of the matrix to use. For symmetric neighborhoods, the value |

`op` |
object of class |

`x` |
object of class |

A data frame of class `"freqr"`

consisting of frequencies `fk`

and frequency response values `frfv`

.

Ryan Hafen

W. S. Cleveland, E. Grosse and W. M. Shyu (1992) Local regression models. Chapter 8 of *Statistical Models in S* eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole.

R. Shumway and D. Stoffer. *Time series analysis and its applications.* Springer Verlag, 2000.

`freqr`

, `plot.freqr`

, `loess`

, `loessOp`

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | ```
# symmetric loess smooth
a <- freqrlo(11, 2)
plot(a, strip=FALSE, axis=axis.period)
# endpoint loess smooth
b <- freqrlo(11, 2, at=1)
plot(b, strip=FALSE, axis=axis.period)
# accessing from loess
ll <- loess(rnorm(100) ~ c(1:100), degree=1, span=15/100)
ll.fr <- freqrlo(ll)
plot(ll.fr)
# STL overall operator
co2.stl <- stl2(co2, t=as.vector(time(co2)), n.p=12,
s.window=35, s.degree=1, t.degree=1,
s.blend=0.5, t.blend=0.5)
co2op <- stlOp(co2.stl)
co2fr1 <- freqrlo(co2op$fit, at=1, M=800)
plot(co2fr1, aspect=0.25)
``` |

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