mem.spec: Maximum-entropy spectral estimate

In ssa: Singular Spectrum Analysis

Description

Computes the maximum-entropy spectral estimate

Usage

 mem.spec(y,ord=5,...)

Arguments

y	time series.
ord	maximum order of the AR series to be estimated for y.
...	Additional arguments passed to spec.ar

Details

Uses spec.ar to compute the maximum-entropy estimate using Burg's method. See spec.ar

Value

sp	Description of 'comp1'

Note

~~further notes~~

Author(s)

Patrick Crutcher

References

~put references to the literature/web site here ~

See Also

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

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as

  function(y, ord,... ) {
	
	y <- y - mean(y)
	T <- length(y)
	if ( ord >= T ) stop("The length of the window is longer than the data")

	sp<-spec.ar(y, method="burg",aic=FALSE, order=ord,...)
	return(sp)
}

Example output

function (y, ord, ...) 
{
    y <- y - mean(y)
    T <- length(y)
    if (ord >= T) 
        stop("The length of the window is longer than the data")
    sp <- spec.ar(y, method = "burg", aic = FALSE, order = ord, 
        ...)
    return(sp)
}

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