Robust periodogram based on the Robust ACF
Computes the robust pseudo-periodogram of Molinares et al (2009) based on the robust ACF by Ma and Genton (2000).
PerQn(x, window = "truncated", bandw.rob = 0.7)
x |
univariate time series |
window |
character string giving the type of the window. Allowed values are "truncated" (the default) or " |
bandw.rob |
is a numeric value giving the truncation point. |
a numeric vector containing the values of the robust periodogram proposed by Molinares (2009).
Valderio Reisen and Higor Cotta
Molinares, F. F. and Reisen, V. A., and Cribari-Neto, F. (2009) Robust estimation in long-memory processes under additive outliers. Journal of Statistical Planning and Inference, 139, 2511–2525.
Ma, Y. and Genton, M. G. (2000) Highly robust estimation of the autocovariance function. Journal of Time Series Analysis, 21, 663–684.
PerQn(ldeaths)
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