View source: R/block_smooth_periodogram.R
block.smooth.periodogram | R Documentation |
Plots the contour plot of the smoothing periodogram of a time series, by blocks or windows.
block.smooth.periodogram(
y,
x = NULL,
N = NULL,
S = NULL,
p = 0.25,
spar.freq = 0,
spar.time = 0
)
y |
(type: numeric) data vector |
x |
(type: numeric) optional vector, if |
N |
(type: numeric) value corresponding to the length of the window to
compute periodogram.
If |
S |
(type: numeric) value corresponding to the lag with which will be taking the blocks or windows to calculate the periodogram. |
p |
(type: numeric) value used if it is desired that |
spar.freq |
(type: numeric) smoothing parameter, typically (but not
necessarily) in |
spar.time |
(type: numeric) smoothing parameter, typically (but not
necessarily) in |
The number of windows of the function is m = \textrm{trunc}((n-N)/S+1)
,
where trunc
truncates de entered value and n is
the length of the vector y
. All windows are of the same length
N
, if this value isn't entered by user then is computed as
N=\textrm{trunc}(n^{0.8})
(Dahlhaus).
LSTS_spb
computes the periodogram in each of the
M windows and then smoothes it two times with
smooth.spline
function; the first time using
spar.freq
parameter and the second time with spar.time
. These
windows overlap between them.
A ggplot object.
For more information on theoretical foundations and estimation methods see \insertRefdahlhaus1997fittingLSTS \insertRefdahlhaus1998optimalLSTS
arima.sim
block.smooth.periodogram(malleco)
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