oce (version 1.8-1)

oceSpectrum: Wrapper to give normalized spectrum

Description

This is a wrapper around the R spectrum() function, which returns spectral values that are adjusted so that the integral of those values equals the variance of the input x.

Usage

oceSpectrum(x, ...)

Value

A spectrum that has values that integrate to the variance.

Arguments

x

a univariate or multivariate time series, as for spectrum().

...

extra arguments passed on to spectrum().

Author

Dan Kelley

See Also

spectrum().

Examples

  x <- rnorm(1e3)
  s <- spectrum(x, plot=FALSE)
  ss <- oce.spectrum(x, plot=FALSE)
  cat("variance of x=", var(x), "\n")
  cat("integral of     spectrum=", sum(s$spec)*diff(s$freq[1:2]), "\n")
  cat("integral of oce.spectrum=", sum(ss$spec)*diff(ss$freq[1:2]), "\n")