pergram: Calculate and Plot a Periodogram

In swihart/growth: Multivariate Normal and Elliptically-Contoured Repeated Measurements Models

Description

pergram calculates the values of a periodogram, plot.pergram plots it, and plot.cum.pergram plots the corresponding cumulative periodogram.

Usage

pergram(y)

## S3 method for class 'pergram'
plot(x, add = FALSE, lty = 1, xlab = "Frequency",
  ylab = "Periodogram", main = "Periodogram", ylim = c(0, max(po[,
  2])), ...)

## S3 method for class 'pergram'
plot_cum(x, xlab = "Frequency", ylab = "Periodogram",
  main = "Cumulative periodogram", ylim = c(0, max(cpo + 1.358/(a +
  0.12 + 0.11/a))), ...)

Arguments

y	A time series vector.
x	Plotting parameters
add	If TRUE, adds a new periodogram to an existing plot.
lty	Plotting parameters
xlab	Plotting parameters
ylab	Plotting parameters
main	Plotting parameters
ylim	Plotting parameters
...	Plotting parameters

Value

pergram prints and returns a two-column matrix of class, pergram, containing the periodogram.

Methods (by generic)

• plot: Plot method

• plot_cum: Plot_cum method

Author(s)

J.K. Lindsey

Examples

y <- rnorm(100)
print(z <- pergram(y))
plot(z)
plot_cum(z)

swihart/growth documentation built on May 30, 2019, 9:38 p.m.