adp.mtm: Performs Adaptive multi-taper method on a time series

Description Usage Arguments Details Value Note Author(s) References See Also Examples

View source: R/MTM.R

Description

Computes the adaptive multi-taper estimate of the power spectral density

Usage

1
adp.mtm(y,bdw=0.05,order=10,normalize=TRUE,tape=c("dpss"))

Arguments

y

a vector containing a time series of data

bdw

bandwidth for the Diploid Prolate Spherical Sequences.

order

an integer defining the number of tapers to use with the Prolate sequences.

normalize

Logical. If TRUE, taper will be normalized.

tape

a character string denoting the type of taper to create. See sapa. Default: "dpss"

Details

Utilizes the sapa library for tapers.

Value

f

vector of spectral density function estimates

B

weighting function values for the adaptive estimate

I

periodogram estimates for each segment, from 1 to order.

Note

~~further notes~~

Author(s)

Patrick Crutcher

References

D.B. Percival and A. Walden (1993), Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques, Cambridge University Press, Cambridge, UK.

See Also

~~objects to See Also as help, ~~~

Examples

1
2
3
4
5
6
7
8
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as


{ ts }

ssa documentation built on May 2, 2019, 5:54 p.m.

Related to adp.mtm in ssa...