Kevin- this is a simple rescaling of the axes so that the area under the
curve remains constant (and is half of the variance since you only look at
the positive frequencies). In this case, freq(x) = 1/dx, where dx is the
time between points. It is basically a graphic device so that you get
Hello,
[...]
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Message: 41
Date: Tue, 9 Sep 2008 9:44:34 -0700
From: [EMAIL PROTECTED]
Subject: [R] Help with 'spectrum'
To: r-help@r-project.org
Message-ID: [EMAIL PROTECTED]
Content-Type: text/plain; charset=utf-8
For the command 'spectrum' I read
For the command 'spectrum' I read:
The spectrum here is defined with scaling 1/frequency(x), following S-PLUS.
This makes the spectral density a density over the range (-frequency(x)/2,
+frequency(x)/2], whereas a more common scaling is 2π and range (-0.5, 0.5]
(e.g., Bloomfield) or 1 and
This is why some help pages have references: please use them (Venables
Ripley explain the exact formulae used in R).
On Tue, 9 Sep 2008, [EMAIL PROTECTED] wrote:
For the command 'spectrum' I read:
The spectrum here is defined with scaling 1/frequency(x), following
S-PLUS. This makes the
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