cspec (version 0.1.2)

tapered.complete.pgram: Tapered Complete Periodogram

Description

Function to calculate the tapered complete periodogram.

Usage

tapered.complete.pgram(x, freq=2*pi*(1:length(x))/length(x), taperx=NULL, thres=NULL, ...)

Arguments

x

time series vector.

freq

frequency vector.

taperx

predetermined tapered DFT. If NULL, we use default settings of the taperedDFT function to calculate the tapered DFT.

thres

positive threshold value.

…

Arguments used in the predictiveDFT function.

Value

Real part of the tapered complete periodogram vector.

Details

The default frequencies are 2*pi*(1:n)/n, where n is a length of a time series.

References

S. Das, S. Subba Rao, and J. Yang. Spectral methods for small sample time series: A complete periodogram approach. Submitted, 2020.

See Also

predictiveDFT, complete.pgram

Examples

# NOT RUN {
set.seed(123)
x <- arima.sim(model=list(ar=0.7), n=100)
v <- tapered.complete.pgram(x)
# }