arsppeak(timeslab) | R Documentation |
Find Peak Frequencies in AR Spectra
arsppeak(alpha,rvar,n,start=0)
alpha |
Array of length p containing AR coefficients
$Valpha$. |
rvar |
Real scalar containing error variance $&sigma^2(>0)$. |
n |
If ARSPPEAK is being used for estimation purposes,
{n } is an integer containing the length of the realization that
was used to estimate the parameters of the process. If the
parameters are the true values, let ${n }=1$. |
start |
An optional argument that is a real scalar containing a starting value $(0<{tt{start}}<.5)$ for the maximum finding procedure. |