Description Usage Arguments Details Value Note Author(s) References See Also Examples
Computes the maximum-entropy spectral estimate
1 |
y |
time series. |
ord |
maximum order of the AR series to be estimated for y. |
... |
Additional arguments passed to spec.ar |
Uses spec.ar to compute the maximum-entropy estimate using Burg's method. See spec.ar
sp |
Description of 'comp1' |
~~further notes~~
Patrick Crutcher
~put references to the literature/web site here ~
~~objects to See Also as help
, ~~~
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | ##---- 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)
}
|
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