oce (version 0.2-1)

oceSpectrum: Wrapper to give normalized spectrum

Description

This is a wrapper around the R spectrum function, which returns spectral values that are adjusted so that the integral of those values equals the variance of the input x.

Usage

oceSpectrum(x, ...)

Arguments

x

As for spectrum, a univariate or multivariate time series.

...

extra arguments passed on to spectrum.

Value

• A spectrum that has values that integrate to the variance.

See Also

spectrum.

Examples

x <- rnorm(1e3)
  s <- spectrum(x, plot=FALSE)
  ss <- oceSpectrum(x, plot=FALSE)
  cat("variance of x=", var(x), "")
  cat("integral of     spectrum=", sum(s$spec)*diff(s$freq[1:2]), "")
  cat("integral of oceSpectrum=", sum(ss$spec)*diff(ss$freq[1:2]), "")