On Oct 12, 2009, at 5:24 AM, sdlywjl666 wrote:
Dear all£¬
Is there some functions to estimate the spectrum by the fft of
autocorrelation?
The blindingly obvious search terms: fft spectrum
autocorrelation ... in two hops to what appears to be a function to
this:
Auto And/Or Cross Correlations via FFT:
http://finzi.psych.upenn.edu/R/library/timsac/html/fftcor.html
Is there Parzen's lag window in R ?
Ditto for the search terms: Parzen window
http://finzi.psych.upenn.edu/R/library/sapa/html/SDF.html
http://finzi.psych.upenn.edu/R/library/cyclones/html/filters.html
and perhaps:
http://finzi.psych.upenn.edu/R/library/fracdiff/html/fdSperio.html
R-search is your friend: (Not to mention a Posting-Guide-
recommended step before posting.)
http://search.r-project.org/nmz.html
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.