R devel - May 2006 - Documentation for taper in spec.taper (PR#8871)

Full_Name: Michael Stein
Version: Version 2.1.1
OS: linux
Submission from: (NULL) (128.135.149.112)


The documentation for spec.taper says

      p: The total proportion to be tapered, either a scalar or a
          vector of the length of the number of series.

Details:

     The cosine-bell taper is applied to the first and last 'p[i]/2'
     observations of time series 'x[, i]'.


However, the program actually applies the taper to the first and last p[i]
observations, so 2 * p is the total proportion to be tapered.

The documentation for spec.pgram says

   taper: proportion of data to taper.  A split cosine bell taper is
          applied to this proportion of the data at the beginning and
          end of the series.

The second statement is correct, but this means that the proportion of the data

that is tapered is 2 * taper, not taper.  This documentation could easily lead
to
users getting twice as much tapering as they think they are getting.

Thanks, reworded in R-patched (and later).


On Wed, 17 May 2006, stein at galton.uchicago.edu wrote:
> Full_Name: Michael Stein
> Version: Version 2.1.1
> OS: linux
> Submission from: (NULL) (128.135.149.112)
>
>
> The documentation for spec.taper says
>
>      p: The total proportion to be tapered, either a scalar or a
>          vector of the length of the number of series.
>
> Details:
>
>     The cosine-bell taper is applied to the first and last 'p[i]/2'
>     observations of time series 'x[, i]'.
>
>
> However, the program actually applies the taper to the first and last p[i]
> observations, so 2 * p is the total proportion to be tapered.
>
> The documentation for spec.pgram says
>
>   taper: proportion of data to taper.  A split cosine bell taper is
>          applied to this proportion of the data at the beginning and
>          end of the series.
>
> The second statement is correct, but this means that the proportion of the
data
>
> that is tapered is 2 * taper, not taper.  This documentation could easily
lead
> to
> users getting twice as much tapering as they think they are getting.
>
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>
-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595