From 6eedf002e8d399e4ac8c08037653f74a016fc7e4 Mon Sep 17 00:00:00 2001
From: Suraj Yerramilli
Date: Wed, 3 Jun 2015 12:16:17 +0530
Subject: added code to compute the frf using WOSA

---
 R/nonparam.R | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

(limited to 'R/nonparam.R')

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
-- 
cgit