Function to calculate the complete periodogram.
complete.pgram(x, freq = 2 * pi * (1:length(x))/length(x), thres=NULL, ...)
time series vector.
frequency vector.
(optional) positive threshold value.
Arguments used in the predictiveDFT function.
predictiveDFT
Real part of the complete periodogram vector.
The default frequencies are 2*pi*(1:n)/n, where n is a length of a time series.
S. Das, S. Subba Rao, and J. Yang. Spectral methods for small sample time series: A complete periodogram approach. Submitted, 2020.
# NOT RUN { set.seed(123) x <- arima.sim(model=list(ar=0.7), n=100) v <- complete.pgram(x) # }
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