[R] Difference between spec.pgram & spec.ar

Bert Gunter gunter.berton at gene.com
Mon Apr 9 19:52:56 CEST 2012


On Mon, Apr 9, 2012 at 9:27 AM, Bazman76 <h_a_patience at hotmail.com> wrote:
> Yes I agree, there may be something pathalogical in the way at least one of
> the models handles the data.  That's why I was trying to get a better handle
> on how the two functions spec.prgm() and spec.ar() work.
>
> The data has been processed by a wavelet analysis, so what you are seeing as
> the "raw" data is in fact the level1 details from the wavelet anlaysis.
>
> In theory this should only have high frequency components, that was why I am
> so surpirsed to see such strong components at low frequencies.
>
> That is not a R quesiton per se, but surely how spec.prgm() and spec.ar()
> work is?

Not necessarily, if they are e.g. C or Fortran programs merely called
by R. Indeed, even if written in R, if the algorithms are the issue,
then that is essentially a statistics/numerical analysis matter, not
an R programming one.

-- Bert

>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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