intensity {pgam}R Documentation

Utility function

Description

Apply spectral decomposition to its argument.

Usage

intensity(w, x)

Arguments

w frequency values
x time series

Details

The function apllies the spectral decomposition to the time series according to the following expression

((sum(x*cos(w*t)))^{2}+(sum(x*cos(w*t)))^{2})/n

Value

Decomposed series.

Note

This function is not intended to be called directly.

Author(s)

Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br

References

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

Diggle, P. J. (1989) Time Series : A Biostatistical Introduction. Oxford University Press, Oxford.

See Also

pgam, periodogram


[Package pgam version 0.4.8 Index]