spec.pgram {coda} | R Documentation |
spec.pgram(x, spans=1, taper=0.1, demean=FALSE, detrend=TRUE, pad=FALSE, plot=FALSE)
x |
A vector or matrix time series |
spans |
vector of widths of modified Daniell windows to be successively applied when smoothing the periodogram |
taper |
A split cosine taper is applied to the first and last 100 * spans % of the data before calculating the periodogram |
demean |
Sweep out mean of time series |
detrend |
Subtract linear trend from time series to improve
stationarity. This option overrides demean |
pad |
If set to TRUE, the end of the series will be padded out with zeros so that the chain is a convenient length for the Fast Fourier Transform |
plot |
This doesn't do anything. It's just there for S-PLUS compatibility |
spec |
Spectral density estimated from the smoothed periodogram and expressed in decibels |
freq |
Corresponding frequencies at which the spectral density is calculated |
This is an attempt to clone the S-PLUS spec.pgram function. It has comparatively limited functionality.
Martyn Plummer