ts.extend (version 0.1.1)

intensity: Compute the spectral intensity of a time-series vector/matrix

Description

This function computes the spectral intensity of a time series vector/matrix. The user inputs the time-series vector or matrix and specifies whether it is to be centered and/or scaled. Centering subtracts the sample mean of the vector prior to conversion into frequency space; this sets the intensity of the signal to zero at the zero frequency. Scaling scales the intensity so the that norm of the intensity vector is equal to the number of values in the time-series.

Usage

intensity(
  x,
  centered = TRUE,
  centred = centered,
  scaled = TRUE,
  nyquist = TRUE
)

Arguments

x

A vector of time-series values

centered

Logical; if TRUE the time-series vector is centred (mean removed) before computing its intensity

centred

An alternative name for the centered input

scaled

Logical; if TRUE the intensity measure is scaled so that its norm is equal to the number of values in the time-series

nyquist

Logical; if TRUE the intensity vector is reduces for real time-series vectors to limit it to frequencies in the Nyquist range

Examples

# NOT RUN {
data(garma)
intensity(SERIES1)
# }