R/periodogram.R

Defines functions periodogram

Documented in periodogram

#' Computes a periodogram for a time series. Wrapper around multitaper::spec.
#' @param ts A time series of equally spaced data for which to compute the periodogram.
#' @param nw nw a positive double precision number, the time-bandwidth parameter.
#' @param dtUnits The time unit for the time series.
#' @param deltat The time series is converted to a stats::ts object before
#'    being fed to multitaper::spec.mtm. deltat gives time increment for ths
#'    stats::ts object in terms of dtUnits
#' @param frequency The time series is converted to a stats::ts object before
#'    being fed to multitaper::spec.mtm. dtUnits gives the frequency for
#'    the stats::ts object.
#' @param k k a positive integer, the number of tapers, often 2*nw.
#' @export
periodogram <- function(ts,
                        frequency = 1,
                        dtUnits = "year",
                        deltat = 1000,
                        nw = 4.0,
                        k = 2 * nw) {
  timeseries <- stats::ts(ts, deltat = 1, frequency = 1)
  multitaper.spec <- multitaper::spec.mtm(timeseries, dtUnits = dtUnits,
                                         deltat = deltat, nw = nw, k = k)
  spec <- multitaper.spec$spec
  freq <- multitaper.spec$freq

  spectral.estimate <- data.frame(freq, spec)

  return(spectral.estimate)
}
kahaaga/tstools documentation built on Nov. 30, 2017, 7:24 a.m.