periodogram: Periodogram

In wjunger/ares: Environmental air pollution epidemiology: a library for time series analysis

Description

Compute and plot the periodogram of the residuals

Usage

periodogram(x, type = "deviance", print = TRUE, rows = 20,
	test = TRUE, new = TRUE, digits = getOption("digits"))

Arguments

x	a model fitted by fit_core or a vector of residuals
type	a quoted string indicating the type of residuals to extract. Default is "deviance". See get_residuals
print	a logical indicating whether the statistics should be printed
digits	an integer indicating the number of decimal places to print. Default is given by the system option digits
rows	an integer giving the number of rows to print
test	a logical indicating whether the uniformity test should be run. See periodogram_test
new	if TRUE a new graph window is opened

Details

This function computes the Fourier frequencies ω=2π j/n with j<n/2 and the periodogram intensity I≤ft(ω\right). A graph of I≤ft(ω\right) against the frequencies is plotted.

If object is a model then the residuals are extracted otherwise the periodogram is computed for the vector supplied.

Value

A data frame with the frequencies, periods, and intensities sorted by the latest in decreasing order.

Author(s)

Washington Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Schwartz, J., Spix, C., Touloumi, G. et al. (1996) Methodological issues in studies of air pollution and daily counts of deaths or hospital admissions. J Epidemiol. Community Health 50 (suppl 1), S12–S18.

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3 ed., Prentice Hall.

Diggle, P. J. (1990) Time Series: A Biostatistical Introduction. Oxford University Press.

See Also

fit_core,get_residuals

Examples

data(admrio)
setup(admrio,"date")
f <- resp5~s(time)+weekdays+s(tmpmax)+s(humid)
m <- fit_core(f)
periodogram(m)

wjunger/ares documentation built on Dec. 23, 2021, 5:17 p.m.