marspc {TSSS} | R Documentation |
Compute cross spectra and power contribution.
marspc(arcoef, v, plot = TRUE, ...)
arcoef |
AR coefficient matrices. |
v |
innovation variance matrix. |
plot |
logical. If |
... |
further arguments to be passed to |
An object of class "marspc"
, which is a list with the following
elements:
spec |
cross spectra. |
amp |
amplitude spectra. |
phase |
Phase spectra. |
coh |
simple coherency. |
power |
power contribution. |
rpower |
relative power contribution. |
Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.
# Yaw rate, rolling, pitching and rudder angle of a ship data(HAKUSAN) yy <- as.matrix(HAKUSAN[, c(1,2,4)]) nc <- dim(yy)[1] n <- seq(1, nc, by = 2) y <- yy[n, ] z <- marfit(y, lag = 20) marspc(z$arcoef, v = z$v)