spec.mtls: Compute Multi-taper Averaged Lomb-Scargle periodogram of...

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

Description

Computes the Lomb-Scargle periodogram for a time series with irregular (or regular) sampling intervals using a series of "Slepian"-like tapers (the tapers are not orthogonal on the irregular sampling grid). The ensemble is averaged to produce a consistent estimator.

Usage

spec.mtls(x, t = NULL, nw = 4, k = NULL, demean = TRUE,
  detrend = FALSE, plot = TRUE, ...)

Arguments

x	The data to be analysed. x can be either a two-column numerical dataframe or matrix, with sampling times in columnn 1 and measurements in column 2, a single numerical vector containing measurements, or a single vector ts object (which will be converted to a numerical vector).
t	If x is a single vector, t can be provided as a numerical vector of equal length containing sampling times. If x is a vector and times is NULL, the data are assumed to be equally sampled and times is set to 1:length(x).
nw	Thompson's frequency bandwidth parameter (>= 1)
k	Number of tapers, usually 2nw or 2nw - 1 (defaults to 2 nw)
demean	remove mean from timeseries prior to spectral estimation
detrend	remove linear trend from timeseries prior to spectral estimation
plot	Logical. If plot = TRUE, the spectrum is plotted.
...	Additional arguments passed to gplot.mtm.

Value

object of class spec with the following list items:

"freq"	A vector with spectrum frequencies
"spec"	A vector with spectral power estimates corresponding to "freq"
"series"	Name of input time series
"method"	Method name: "MTLS"

Examples

x <- rnorm( 256 )
s <- spec.ls( x, 1:256, plot = TRUE )

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