intensity {pgam} | R Documentation |
Apply spectral decomposition to its argument.
intensity(w, x)
w |
frequency values |
x |
time series |
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
Decomposed series.
This function is not intended to be called directly.
Washington Leite Junger wjunger@ims.uerj.br and Antonio Ponce de Leon ponce@ims.uerj.br
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.