Welch power spectral density

Welch power spectral density

Usage

morie_spectral_density(x, fs = 1, nperseg = NULL)

Arguments

x

Numeric univariate series.

fs

Sampling frequency. Default 1.

nperseg

Segment length. Default max(n/4, 8).

Value

Named list with frequencies, psd, n_segments, nperseg, fs, n, method.

Examples

morie_spectral_density(x = rnorm(50))
#> $frequencies
#> [1] 0.00000000 0.08333333 0.16666667 0.25000000 0.33333333 0.41666667 0.50000000
#> 
#> $psd
#> [1] 0.2994353 0.9376863 1.6363282 1.5050212 1.5499273 1.0748774 1.4320085
#> 
#> $n_segments
#> [1] 7
#> 
#> $nperseg
#> [1] 12
#> 
#> $fs
#> [1] 1
#> 
#> $n
#> [1] 50
#> 
#> $method
#> [1] "Welch PSD (Hann window, 50% overlap, base R)"
#>