marspc {TSSS}R Documentation

Cross Spectra and Power Contribution

Description

Compute cross spectra and power contribution.

Usage

marspc(arcoef, v, plot = TRUE, ...)

Arguments

arcoef

AR coefficient matrices.

v

innovation variance matrix.

plot

logical. If TRUE (default), cross spectra and power contribution are plotted.

...

further arguments to be passed to plot.marspc.

Value

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.

References

Kitagawa, G. (2010) Introduction to Time Series Modeling. Chapman & Hall/CRC.

Examples

# 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)

[Package TSSS version 1.2.4 Index]