periodogram              package:GeneTS              R Documentation

_P_e_r_i_o_d_o_g_r_a_m _P_o_w_e_r _S_p_e_c_t_r_a_l _D_e_n_s_i_t_y

_D_e_s_c_r_i_p_t_i_o_n:

     'periodogram' is a wrapper function for 'spectrum' with some
     special options set. It returns the power spectral density, i.e.
     the squared modulus of the Fourier coefficient divided by the
     length of the series, for multiple time series as well as the
     corresponding  Fourier frequencies. The frequencies range between 
     0 and the Nyquist critical frequency fc = 'frequency'(x)/2. 

     'periodogram'  is used by the functions 'avgp' and
     'fisher.g.test'. For general periodogram functions please refer to
     'spectrum'.

_U_s_a_g_e:

     periodogram(x, method = "builtin")

_A_r_g_u_m_e_n_t_s:

       x: vector or matrix containing the time series data (one time
          series per column)

  method: a string that specifies which method should be used to
          compute the spectral density: "builtin" employs the function
          'spectrum' with the options  taper=0, plot=FALSE, fast=FALSE,
          detrend=FALSE, and demean=TRUE;  "clone" employs directly the
          Fourier transform function 'fft' (with sames results as
          "builtin"); and "smooth" uses the function 'spectrum' with
          options as above plus span=3.

_V_a_l_u_e:

     A list object with the following components: 

    spec: A vector or matrix with the estimated power spectral
          densities (one column per time series).

    freq: A vector with frequencies f ranging from 0 to fc  (if the
          sampling rate 'frequency'(x)) equals 1 then fc = 0.5).
          Angular frequencies may be obtained by multiplication with
          2*pi (i.e. omega = 2*pi*f).

_A_u_t_h_o_r(_s):

     Konstantinos Fokianos (<URL: http://www.ucy.ac.cy/~fokianos/>) and
     Korbinian Strimmer (<URL:
     http://www.statistik.lmu.de/~strimmer/>).

_S_e_e _A_l_s_o:

     'spectrum', 'avgp', 'fisher.g.test'.

_E_x_a_m_p_l_e_s:

     # load GeneTS library
     library("GeneTS")

     # load data set
     data(caulobacter)

     # how many genes and how many samples?
     dim(caulobacter)

     # periodograms of the first 10 genes
     periodogram(caulobacter[,1:10])

