nlts (version 0.1-9)

specar.ci: Confidence interval for the ar-spectrum and the dominant period.

Description

A funcion to estimate a "confidence interval" for the power spectrum and in particular a confidence interval for the dominant period. The function uses resampling of the autoregressive parameters to attain the estimate.

Usage

specar.ci(x, order, resamp = 500, nfreq = 100, echo = TRUE)

Value

An object of class "specar.ci" is returned consisting of the following components:orderthe ar-order.spectrum$freqthe spectral frequencies.spectrum$specthe estimated power-spectrum of the data.resamp$spectrumgives the quantile summary for the resampling distribution of the spectral powers.resamp$maxfreqthe full vector of output for the resampled max.frequencies.

Details

A "confidence interval" for the periodogram is obtained by resampling the ar-coefficients using the variance-covariance matrix from the ar.mle object. If a zero'th order process is chosen by using the AIC criterion, a first order process will be used. If the dynamics is highly nonlinear, the parametric estimate of the power spectrum may be inappropriate.

See Also

plot.specar.ci summary.specar.ci

Examples

data(plodia)


    fit <- specar.ci(sqrt(plodia), order=3, resamp=10) 

    plot.specar.ci(fit, period=FALSE)

    summary.specar.ci(fit)