Spectrum of a kernel
every value is the same 0.004975 besides you have to apply the smooth
to a time series what you get when you plot
plot(kernel("daniell", 100))
it isn't in the time domain because there is no association with a
time just values, I think.
On Thu, Sep 18, 2008 at 11:18 AM, <Rory.WINSTON at rbs.com> wrote:
Maybe something like:
k <- kernel(...)
spectrum(c(rev(k$coef),k$coef))
Since the kernel is symmetric?
Rory Winston
RBS Global Banking & Markets
Office: +44 20 7085 4476
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of rkevinburton at charter.net
Sent: 17 September 2008 17:20
To: r-help at r-project.org
Subject: [R] Spectrum of a kernel
For purely educational purposes I would like to see the spectrum of a kernel. I tried:
spectrum(kernel("daniell", 100), taper=0, log="no")
but I get:
Error in complete.cases(object) : not all arguments have the same length
I can plot the kernel but that is only in the time-domain. I would like to see the spectrum of the kernel. Any ideas?
Kevin
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