fviz: Plot amplitude and phase of linear filter

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Plot amplitude and phase of a linear filter

Usage

fviz(h, type = c("centered", "causal", "symmetric", "arma"),
  phase = TRUE, hide = FALSE, twoway = FALSE)

Arguments

h	filter coefficients; see details below
type	one of "centered", "causal", "symmetric" or "arma." The first three types assume h is a vector of filter coefficients. If type is "centered" these are centered around zero. If the filter length is even, the filter extends further to positive time. Type "causal" assumes coefficients start with time 0. Type "symmetric" assumes h provides the time >= 0 coefficients. These are mirrored for negative times. Type "arma" is for filters created in the signal package.
phase	include filter phase spectrum facet if true
hide	if true, function returns a list with with filter z transform (see below) and ggplot object
twoway	if true and filter type is ARMA, response is computed for two-way filter

Value

List with frequency "f" and z representation of filter "H"

Examples

f <- fdfilter( 5, 1 )
H <- fviz( f )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.