pgam (version 0.3.2)

intensity: Utility function

Description

Apply spectral decomposition to its argument.

Usage

intensity(x, n, y)

Arguments

x

frequency values

n

size of the time series

y

time series

Value

• Decomposed series.

Details

The function apllies the spectral decomposition to the time series according to the following expression $$\left(\left(\sum\left(y*cos\left(x*t\right)\right)\right)^{2}+\left(\sum\left(y*cos\left(x*t\right)\right)\right)^{2}\right)/n$$

References

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3rd edition, Prentice Hall, New Jersey.

See Also

pgam, periodogram