search for: npad

Hi, I want to apply a function (in my case SDF; package ?sapa?) repeatedly over discrete sections of a daily time series object by sliding a time window of constant length (e.g. 10 consecutive years or 1825 days) over the entire ts at increments of 1 time unit (e.g. 1 year or 365 days). So for example, the first SDF would be calculated for the daily values of my variable recorded between years 1

...gate(subdat$DA,list(subdat$ymf),mean) > > serie.day <- ts(subdat$DA,start(sub.dat$Year[1],sub.dat$Day[1],frequency=365)) > n.d <- length(serie.day) > espec.day <- SDF(serie.day,method="lag window",window=taper(type="parzen",n.sample=n.d,cutoff=(2*sqrt(n.d))),npad=2*n.d) > > serie.month <- ts(sub.datm,start(sub.dat$Year[1],sub.dat$Month[1]),frequency=12) > n.m<-length(serie.month) > n.m [1] 322 > espec.month<-SDF(serie.month,method="lag window",window=taper(type="parzen",n.sample=n.m,cutoff=(2*sqrt(n.m))),npad=2*n....

Dear all, What is the usage of the ".Call()"? What is the meaning of the follows: S=.Call("RS_fractal_spectral_density_function_direct",x,as.vector(taper.),as.logical(center),as.logical(recenter),TRUE,as.integer(npad),COPY=rep(FALSE,6),CLASSES=c(rep("matrix",2),rep("logical",3),"integer"),PACKAGE="ifultools") And is a function of "RS_fractal_spectral_density_function_direct"? Can I get the detail of "RS_fractal_spectral_density_function_direct"? Than...

Time Series functions in R ========================== I think a good basic S-like functionality for library(ts) in base R would include ts class, tsp, is.ts, as.ts plot methods start end window frequency cycle deltat lag diff aggregate filter spectrum, spec.pgram, spec.taper, cumulative periodogram, spec.ar? ar -- at least univariate by Yule-Walker arima -- sim, filter, mle, diag, forecast