# File src/library/stats/R/cpgram.R # Part of the R package, https://www.R-project.org # # Copyright (C) 1994-9 W. N. Venables and B. D. Ripley # Copyright (C) 1999-2012 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ ## from MASS package cpgram <- function(ts, taper = 0.1, main = paste("Series: ", deparse1(substitute(ts))), ci.col = "blue") { main if(NCOL(ts) > 1) stop("only implemented for univariate time series") x <- as.vector(ts) x <- x[!is.na(x)] x <- spec.taper(scale(x, TRUE, FALSE), p=taper) y <- Mod(fft(x))^2/length(x) y[1L] <- 0 n <- length(x) x <- (0:(n/2))*frequency(ts)/n if(length(x)%%2==0) { n <- length(x)-1 y <- y[1L:n] x <- x[1L:n] } else y <- y[seq_along(x)] xm <- frequency(ts)/2 mp <- length(x)-1 crit <- 1.358/(sqrt(mp)+0.12+0.11/sqrt(mp)) oldpty <- par(pty ="s") on.exit(par(oldpty)) plot(x, cumsum(y)/sum(y), type="s", xlim=c(0, xm), ylim=c(0, 1), xaxs="i", yaxs="i", xlab="frequency", ylab="") lines(c(0, xm*(1-crit)), c(crit, 1), col = ci.col, lty = 2) lines(c(xm*crit, xm), c(0, 1-crit), col = ci.col, lty = 2) title(main = main) invisible() }