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arspec.R 301 octets
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  • #' Theoretical Spectrum of autoregressive spectrum
    #'
    #' Calculates the theoretical density frequency of an
    #' autoregressive process, according to equation
    #' (3.3) of Akaike (1969)
    
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    #' @export arspec
    
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    arspec <- function (f,ar){
    Exp <- exp(-1i*2*pi*outer(f,seq_along(ar),"*"))
    1./abs(1-Exp%*%ar)^2
    }