This is a wrapper for the spec.mtm function from
package multitaper, which sets convenient defaults for the spectral
estimate and makes the degrees of freedom accessible as a direct list element
of the output.
Arguments
- timeSeries
A time series of equally spaced data, this can be created by the ts() function where deltat is specified.
- k
k a positive integer, the number of tapers, often 2*nw.
- nw
nw a positive double precision number, the time-bandwidth parameter.
- nFFT
This function pads the data before computing the fft. nFFT indicates the total length of the data after padding.
- centre
The time series is centred using one of three methods: expansion onto discrete prolate spheroidal sequences ('Slepian'), arithmetic mean ('arithMean'), trimmed mean ('trimMean'), or not at all ('none').
- dpssIN
Allows the user to enter a dpss object which has already been created. This can save computation time when Slepians with the same bandwidth parameter and same number of tapers are used repeatedly.
- returnZeroFreq
Boolean variable indicating if the zeroth frequency (DC component) should be returned for all applicable arrays.
- Ftest
Boolean variable indicating if the Ftest result should be computed and returned.
- jackknife
Boolean variable indicating if jackknifed confidence intervals should be computed and returned.
- jkCIProb
Decimal value indicating the jackknife probability for calculating jackknife confidence intervals. The default returns a 95% confidence interval.
- maxAdaptiveIterations
Maximum number of iterations in the adaptive multitaper calculation. Generally convergence is quick, and should require less than 100 iterations.
- plot
Boolean variable indicating if the spectrum should be plotted.
- na.action
Action to take if NAs exist in the data, the default is to fail.
- returnInternals
Return the weighted eigencoefficients, complex mean values, and so on. These are necessary for extensions to the multitaper, including magnitude-squared coherence (function mtm.coh in this package). Note: The internal ($mtm) variables eigenCoefs and eigenCoefWt correspond to the multitaper eigencoefficients. The eigencoefficients correspond to equation (3.4) and weights, eigenCoefWt, correspond to sqrt(|d_k(f)|^2) from equation (5.4) in Thomson's 1982 paper. This is because the square root values contained in eigenCoefWt are commonly used in additional calculations (example: eigenCoefWt * eigenCoefs). The values returned in mtm$cmv correspond to the the estimate of the coefficients hat(mu)(f) in equation (13.5) in Thomson (1982), or to the estimate of hat(C)_1 at frequency 1 in equation (499) form Percival and Walden (1993)
- detrend
Shall the time series data be linearly detrended before computing the spectrum? Defaults to
TRUE.- bPad
Shall the time series data be padded before computing the spectrum? Defaults to
FALSE.- ...
further parameters passed to
spec.mtm.
Value
a spectral object including the degrees of freedom of the spectral
estimate (copied from the spec.mtm default output).
References
Thomson, D.J: Spectrum estimation and harmonic analysis, Proceedings of the IEEE, 70(9), 1055-1096, 1982.
Percival, D.B. and Walden, A.T.: Spectral analysis for physical applications, Cambridge University Press, 1993.