is.glambda.wge

Calculates instantaneous spectrum (in dB) based on a G(lambda) time transformation

 TVF data 

 instantaneous spectrum

time varying spectrum

G(lambda) model

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

is.glambda.wge function

<dl> <dt>n</dt>
<dd>Length of realization.</dd> <dt>phi</dt>
<dd>Coefficients of AR model fit to dual data.</dd> <dt>sigma2</dt>
<dd>White noise variance</dd> <dt>lambda</dt>
<dd>Lambda in the G(lambda) time transformnation used</dd> <dt>offset</dt>
<dd>Offset in the G(lambda) time transformnation used</dd></dl>

Arguments

Author

Instantaneous spectrum — is.glambda.wge

<dl>

 <dt>n</dt>
<dd>Length of realization.</dd>

 <dt>phi</dt>
<dd>Coefficients of AR model fit to dual data.</dd>

 <dt>sigma2</dt>
<dd>White noise variance</dd>

 <dt>lambda</dt>
<dd>Lambda in the G(lambda) time transformnation used</dd>

 <dt>offset</dt>
<dd>Offset in the G(lambda) time transformnation used</dd>

</dl>

is.glambda.wge: Instantaneous spectrum

Description

Usage

Value

Arguments

Author

References

Examples