pmspec               package:ftnonpar               R Documentation

_P_i_e_c_e_w_i_s_e _m_o_n_o_t_o_n_e _s_p_e_c_t_r_a_l _d_e_n_s_i_t_y _a_p_p_r_o_x_i_m_a_t_i_o_n _w_i_t_h _t_a_u_t _s_t_r_i_n_g_s

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

     Applies the taut string method to spectral densities.

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

     pmspec(x, pks=0, alpha=0.9, sqzf=0.9, mult=0, lcl=0, ln=0, fig = 0, pow=10^-2)

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

       x: data

     pks: if pks=0 then the number of peaks is determined
          automatically. If pks = k >0 then a density with n paeks is
          returned 'pks'

   alpha: If pks=0 then on Gaussian test beds the number of peaks of
          the true density is at least the returned value with an
          asymptotic probability of at least alpha. If pks > 0 then the
          parameter is not operational 'alpha' 

    sqzf: Squeeze factor for the taut string 'sqzf'

    mult: If mult = T then rescaled empirical density is compared with
          the exponential distribution only on intervals forming a
          multiresolution scheme. If T = F then all intervals are used.
          If the sample size of the data is less than 512 then T = F is
          default 'mult'

     lcl: If lcl = T then string is calculated using local squeezing.
          If lcl = F then global squeezing is used.'lcl'

     fig: If fig = T then the data are automticall plotted 'fig'

      ln: If fig = T and ln = T then the densities are plotted on a log
          scale. If ln = F then no transformation is performed 'ln'

     pow: Peaks with a power less than pow * total power will be
          ignored

_D_e_t_a_i_l_s:

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

  edf   : Emprical spectral density

  df    : String density

  pks   : Number of peaks

  ll    : Lower boundary for string

  uu    : Upper boundary for string

  str   : String

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

     Laurie Davies Laurie.Davies@uni-essen.de

_R_e_f_e_r_e_n_c_e_s:

     Davies, P.L. snd Kovac, A. (2001) Local extremes, runs, strings
     and multiresolution, Annals of Statistics 29 (1) 1-65. Davies, P.
     L. and Kovac, A. (2002) Densities, Spectral Densities and Modality

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

     'pmreg','l1pmreg','pmden'

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

