freqrlo: Frequency response calculation for loess (or general)...

In hafen/operator: Loess and STL operator matrix computation for time series

Description

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

Usage

## Default S3 method:
freqrlo(span, degree, M = 400, at = "symmetric")
## S3 method for class 'op'
freqrlo(op, M = 400, at = 1)
## S3 method for class 'loess'
freqrlo(x, M = 400, at = "symmetric")

Arguments

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 "symmetric" can be specified.
op	object of class "op". The operator matrix in this object is used to calculate the frequency response.
x	object of class "loess". Parameters from this objects are passed on to freqrlo.default.

Value

A data frame of class "freqr" consisting of frequencies fk and frequency response values frfv.

Author(s)

Ryan Hafen

References

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.

See Also

freqr, plot.freqr, loess, loessOp

Examples

# 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)

hafen/operator documentation built on May 17, 2019, 2:23 p.m.