bi.coh: Normalized Bispectrum

In nickpoison/nltsa: Nonlinear Time Series Analysis

Description

Produces a plot of the normalized bispectra of a series. Larger probabilities indicate departure from linearity.

Usage

bi.coh(x.data, color = TRUE)

Arguments

x.data	The time series.
color	If FALSE, the graphic is produced in gray scale.

Value

prob	Matrix of probabilities returned invisibly

Author(s)

D.S. Stoffer

References

Hinich, M. and Wolinsky, M. (2005). Normalizing bispectra. Journal of Statistical Planning and Inference, 130, 405–411.

Examples

bi.coh(sunspots)

nickpoison/nltsa documentation built on May 23, 2019, 4:48 p.m.