marspc

0th

Percentile

Cross Spectra and Power Contribution

Compute cross spectra and power contribution.

Keywords
ts
Usage
marspc(arcoef, v, plot = TRUE, …)
Arguments
arcoef

AR coefficient matrices.

v

innovation variance matrix.

plot

logical. If TRUE (default), cross spectra and power contribution are plotted.

further arguments to be passed to plot.marspc.

Value

An object of class "marspc", which is a list with the following elements:

spec

cross spectra.

amp

amplitude spectra.

phase

Phase spectra.

coh

simple coherency.

power

power contribution.

rpower

relative power contribution.

References

Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.

Aliases
  • marspc
Examples
# NOT RUN {
# Yaw rate, rolling, pitching and rudder angle of a ship
data(HAKUSAN)
yy <- as.matrix(HAKUSAN[, c(1,2,4)])
nc <- dim(yy)[1]
n <- seq(1, nc, by = 2) 
y <- yy[n, ]
z <- marfit(y, lag = 20)

marspc(z$arcoef, v = z$v)
# }
Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)

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