Internal function used in spectrum.car only. Not called by user.
Plotting method for objects of class "spectrum.car"
.
plotSpecCar(x, add = FALSE, ci = 0.95, log = "dB", xlab = "frequency",
ylab = NULL, type = "l", main = NULL, sub = NULL,...)
an object of class "spectrum.car"
.
logical. If TRUE
, add to already existing plot.
Coverage probability for confidence interval. Plotting of
the confidence bar is omitted unless ci
is strictly
positive.
If "dB"
, plot on log10 (decibel) scale (as S-PLUS),
otherwise use conventional log scale or linear scale. Logical
values are also accepted. The default is "yes"
unless
options(ts.S.compat = TRUE)
has been set, when it is
"dB"
.
the x label of the plot.
the y label of the plot.
the type of plot to be drawn, defaults to lines.
overall title for the plot.
a sub title for the plot.
further graphical parameters.
plot of spectral density from continuous time autoregressive model
Belcher, J. and Hampton, J. S. and Tunnicliffe Wilson, G. (1994). Parameterization of continuous time autoregressive models for irregularly sampled time series data. Journal of the Royal Statistical Society, Series B, Methodological,56,141--155
Jones, Richard H. (1981). Fitting a continuous time autoregression to discrete data. Applied Time Series Analysis II, 651--682
Wang, Zhu (2004). The Application of the Kalman Filter to Nonstationary Time Series through Time Deformation. PhD thesis, Southern Methodist University
Wang, Zhu (2013). cts: An R Package for Continuous Time Autoregressive Models via Kalman Filter. Journal of Statistical Software, Vol. 53(5), 1--19. http://www.jstatsoft.org/v53/i05