search for: returneigenvalues

...method="pgram"),log="dB") # 2. Using the default in built cosine taper plot(spectrum(lh,taper = .3, method="pgram"),log="dB") # 2. Again, using slepian taper library(multitaper) # I choose: n = length(lh), k =1, nw=2 mytaper = dpss(n=length(lh), k=1 , nw=2, returnEigenvalues=TRUE) # Tapered series lh * mytaper$v # I may compute the spectrum with reduced bias as: plot(spectrum(lh*mytaper$v,method="pgram"),log="dB") # We now focus on the variance # For a fixed m = 10, using a Parzen window. library(gsignal) parzenwin(10) # The following 2 lines of c...