parzen.wge

This function calculates and optionally plots the smoothed periodogram using the Parzen window. The truncation point may be chosen by the user

 plot

 Parzen 

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

parzen.wge function

<dl> <dt>x</dt>
<dd>Vector containing the time series realization</dd> <dt>dbcalc</dt>
<dd>If dbcalc=TRUE, the calculation is in the log (dB) scale. If FALSE, then non-log calculations are made</dd> <dt>trunc</dt>
<dd>if M=0 (default) then the function uses the truncation point 2*sqrt(n). If M&gt;0, then the function uses the given value of M as the truncation point</dd> <dt>plot</dt>
<dd>If PLOT=TRUE then the smoothed spectral estimate is plotted. If FALSE then no plot is created</dd></dl>

Arguments

Author

Smoothed Periodogram using Parzen Window — parzen.wge

<dl>

 <dt>x</dt>
<dd>Vector containing the time series realization</dd>

 <dt>dbcalc</dt>
<dd>If dbcalc=TRUE, the calculation is in the log (dB) scale. If FALSE, then non-log calculations are made</dd>

 <dt>trunc</dt>
<dd>if M=0 (default) then the function uses the truncation point 2*sqrt(n). If M&gt;0, then the function uses the given value of M as the truncation point</dd>

 <dt>plot</dt>
<dd>If PLOT=TRUE then the smoothed spectral estimate is plotted. If FALSE then no plot is created</dd>

</dl>

parzen.wge: Smoothed Periodogram using Parzen Window

Description

Usage

Value

Arguments

Author

References

Examples