spectrum(stats)
spectrum()所属R语言包:stats
Spectral Density Estimation
谱密度估计
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The spectrum function estimates the spectral density of a time series.
spectrum函数估计时间序列的谱密度。
用法----------Usage----------
spectrum(x, ..., method = c("pgram", "ar"))
参数----------Arguments----------
参数:x
A univariate or multivariate time series.
一元或多元时间序列。
参数:method
String specifying the method used to estimate the spectral density. Allowed methods are "pgram" (the default) and "ar".
字符串,指定用于估计谱密度的方法。允许方法"pgram"(默认)和"ar"。
参数:...
Further arguments to specific spec methods or plot.spec.
进一步具体的规范方法的参数或plot.spec。
Details
详情----------Details----------
spectrum is a wrapper function which calls the methods spec.pgram and spec.ar.
spectrum是一个包装函数调用的方法spec.pgram和spec.ar。
The spectrum here is defined with scaling 1/frequency(x), following S-PLUS. This makes the spectral density a density over the range (-frequency(x)/2, +frequency(x)/2], whereas a more common scaling is 2pi and range (-0.5, 0.5] (e.g., Bloomfield) or 1 and range (-pi, pi].
这里的频谱定义缩放1/frequency(x),之后,S-PLUS。这使得范围(-frequency(x)/2, +frequency(x)/2],而更常见的比例是2pi和范围(-0.5, 0.5](例如,布龙菲尔德)或1和范围(-pi, pi]谱密度密度。
If available, a confidence interval will be plotted by plot.spec: this is asymmetric, and the width of the centre mark indicates the equivalent bandwidth.
如果可用,将被由plot.spec绘制一个置信区间:这是不对称的,中心标志的宽度表示的等效带宽。
值----------Value----------
An object of class "spec", which is a list containing at least the following components:
一个类的对象"spec",这是一个列表至少包含以下组件:
参数:freq
vector of frequencies at which the spectral density is estimated. (Possibly approximate Fourier frequencies.) The units are the reciprocal of cycles per unit time (and not per observation spacing): see "Details" below.
矢量谱密度估计的频率。 (可能近似的傅里叶频率)的单位是单位时间内(而不是每个观测间距)周期的倒数:请参阅下面的“详细资料”。
参数:spec
Vector (for univariate series) or matrix (for multivariate series) of estimates of the spectral density at frequencies corresponding to freq.
向量(单因素系列)或矩阵频率估计谱密度对应的freq(多元一系列)。
参数:coh
NULL for univariate series. For multivariate time series, a matrix containing the squared coherency between different series. Column i + (j - 1) * (j - 2)/2 of coh contains the squared coherency between columns i and j of x, where i < j.
NULL单因素系列。多变量时间序列,矩阵含有不同系列之间的平方一致性。列 i + (j - 1) * (j - 2)/2coh包含平方一致性之间的列ijx,i < j。
参数:phase
NULL for univariate series. For multivariate time series a matrix containing the cross-spectrum phase between different series. The format is the same as coh.
NULL单因素系列。多变量时间序列含有不同系列之间的交叉谱相矩阵。的格式coh的相同。
参数:series
The name of the time series.
时间序列的名称。
参数:snames
For multivariate input, the names of the component series.
多元投入,组件系列的名称。
参数:method
The method used to calculate the spectrum.
该方法用于计算频谱。
The result is returned invisibly if plot is true.
返回结果如果plot是真正的无形。
注意----------Note----------
The default plot for objects of class "spec" is quite complex, including an error bar and default title, subtitle and axis labels. The defaults can all be overridden by supplying the appropriate graphical parameters.
"spec"类的对象的默认图是相当复杂的,包括一个错误栏和默认的标题,副标题和轴标签。默认值都可以通过提供适当的图形参数重写。
作者(S)----------Author(s)----------
Martyn Plummer, B.D. Ripley
参考文献----------References----------
Introduction. Wiley.
Methods. Second edition. Springer.
Statistics with S-PLUS. Fourth edition. Springer. (Especially pages 392–7.)
参见----------See Also----------
spec.ar, spec.pgram; plot.spec.
spec.ar,spec.pgram;plot.spec。
举例----------Examples----------
require(graphics)
## Examples from Venables & Ripley[#例如从维纳布尔斯和里普利]
## spec.pgram[#spec.pgram]
par(mfrow=c(2,2))
spectrum(lh)
spectrum(lh, spans=3)
spectrum(lh, spans=c(3,3))
spectrum(lh, spans=c(3,5))
spectrum(ldeaths)
spectrum(ldeaths, spans=c(3,3))
spectrum(ldeaths, spans=c(3,5))
spectrum(ldeaths, spans=c(5,7))
spectrum(ldeaths, spans=c(5,7), log="dB", ci=0.8)
# for multivariate examples see the help for spec.pgram[多元的例子帮助spec.pgram]
## spec.ar[#spec.ar]
spectrum(lh, method="ar")
spectrum(ldeaths, method="ar")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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