Function to calculate the tapered complete periodogram.
tapered.complete.pgram(x, freq=2*pi*(1:length(x))/length(x), taperx=NULL, thres=NULL, ...)
time series vector.
frequency vector.
predetermined tapered DFT. If NULL, we use default settings of the taperedDFT function to calculate the tapered DFT.
positive threshold value.
Arguments used in the predictiveDFT function.
predictiveDFT
Real part of the tapered 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.
predictiveDFT, complete.pgram
complete.pgram
# NOT RUN { set.seed(123) x <- arima.sim(model=list(ar=0.7), n=100) v <- tapered.complete.pgram(x) # }
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