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Diffstat (limited to 'R')
-rw-r--r-- | R/nonparam.R | 16 |
1 files changed, 16 insertions, 0 deletions
diff --git a/R/nonparam.R b/R/nonparam.R index b3110ec..fcc1e20 100644 --- a/R/nonparam.R +++ b/R/nonparam.R @@ -91,7 +91,23 @@ step <- function(model){ #' spectral analysis #' spa <- function(data,WinSize=NULL){ + require(sapa) + temp <- cbind(data$y,data$u) + # Non-parametric Estimation of Spectral Densities - + # WOSA and Hanning window + + if(WinSize==NULL){ + M <- min(dim(temp,1),30) + } else{ + M <- WinSize + } + + gamma <- SDF(temp,method="wosa", + taper. = taper(type="hanning",n.sample=M)) + out <- list(response = gamma[,2]/gamma[,3]) + class(out) <- "spa" + return(out) } #' Estimate empirical transfer function |